+39.0%
LYB vs RPRX
+53.1%
-14.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | -0.7% | -8.0% | +7.3% | +0.7% |
| 30D | +1.5% | +2.1% | -0.5% | +1.0% |
| 3M | -0.3% | +8.2% | -8.5% | -1.9% |
| 6M | +0.1% | +28.9% | -28.8% | -5.2% |
| YTD | +53.4% | +54.1% | -0.7% | +39.5% |
| 1Y | +25.6% | +65.5% | -39.9% | +12.3% |
| 3Y | -21.3% | +117.3% | -138.6% | -34.3% |
| 5Y | -2.4% | +71.6% | -74.0% | -13.8% |
| All | +39.0% | +53.1% | -14.0% | +22.8% |
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 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