-47.1%
JD vs RPRX
+66.6%
-113.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -1.7% | +5.1% | -6.8% | -3.1% |
| 30D | -13.2% | +11.2% | -24.4% | -15.9% |
| 3M | -3.2% | +16.7% | -19.9% | -7.8% |
| 6M | +15.2% | +36.0% | -20.8% | +4.5% |
| YTD | +2.0% | +67.8% | -65.8% | -13.4% |
| 1Y | -5.4% | +76.7% | -82.1% | -21.2% |
| 3Y | -9.1% | +128.1% | -137.2% | -31.5% |
| 5Y | -59.6% | +82.9% | -142.5% | -67.4% |
| All | -47.1% | +66.6% | -113.7% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling