-5.6%
IR vs RPRX
+72.7%
-78.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.6% | 0.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.5% |
| 30D | -13.6% | +7.2% | -20.8% | -15.6% |
| 3M | +3.7% | +10.9% | -7.2% | -0.1% |
| 6M | -13.1% | +34.6% | -47.6% | -22.6% |
| YTD | -5.1% | +59.0% | -64.1% | -19.8% |
| All | -5.6% | +72.7% | -78.3% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling