+191.5%
F vs RPRX
+57.8%
+133.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.0% | -2.6% |
| 7D | +1.2% | -2.8% | +3.9% | +2.1% |
| 30D | +1.2% | +7.2% | -5.9% | -0.9% |
| 3M | -5.7% | +10.9% | -16.5% | -8.8% |
| 6M | +17.9% | +34.6% | -16.6% | +7.8% |
| YTD | +10.4% | +59.0% | -48.6% | -4.0% |
| 1Y | +25.3% | +72.5% | -47.2% | +6.1% |
| 3Y | +37.5% | +124.1% | -86.6% | +6.2% |
| 5Y | +46.5% | +75.9% | -29.4% | +23.1% |
| All | +191.5% | +57.8% | +133.6% | +148.7% |
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