+160.7%
F vs RPRX
+79.2%
+81.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | +2.9% | +20.8% | -17.9% | -3.0% |
| 3M | -9.5% | +21.6% | -31.1% | -14.8% |
| 6M | +4.0% | +36.5% | -32.5% | -5.6% |
| YTD | -1.3% | +80.4% | -81.7% | -17.5% |
| 1Y | -1.9% | +81.8% | -83.7% | -18.3% |
| 3Y | +53.5% | +170.9% | -117.4% | +11.6% |
| 5Y | -15.1% | +95.2% | -110.3% | -31.2% |
| All | +160.7% | +79.2% | +81.5% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling