-22.8%
LYB vs RPRX
+116.2%
-138.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | -8.4% | +8.6% | +1.1% |
| 30D | +2.5% | -0.6% | +3.1% | +2.4% |
| 3M | +1.4% | +6.4% | -5.0% | +0.5% |
| 6M | -3.5% | +26.6% | -30.1% | -6.9% |
| YTD | +52.0% | +53.8% | -1.8% | +40.4% |
| 1Y | +22.1% | +62.8% | -40.7% | +11.1% |
| 3Y | -22.8% | +118.0% | -140.8% | -33.8% |
| All | -22.8% | +116.2% | -138.9% | -33.8% |
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