+153.5%
EXPE vs RPRX
+126.7%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.3% | -2.6% | -7.0% |
| 7D | -9.8% | -2.8% | -7.0% | -9.3% |
| 30D | -11.5% | +7.2% | -18.7% | -12.3% |
| 3M | +21.7% | +10.9% | +10.8% | +20.0% |
| 6M | +10.4% | +34.6% | -24.2% | +5.6% |
| YTD | -2.5% | +59.0% | -61.5% | -10.3% |
| 1Y | +27.3% | +72.5% | -45.2% | +13.7% |
| 3Y | +153.5% | +124.1% | +29.4% | +111.5% |
| All | +153.5% | +126.7% | +26.9% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling