+158.9%
NDAQ vs RPRX
+57.8%
+101.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | -4.0% | +2.4% | -0.8% |
| 30D | -1.5% | +4.9% | -6.4% | -2.4% |
| 3M | +8.0% | +9.4% | -1.3% | +6.0% |
| 6M | +7.7% | +33.3% | -25.6% | +1.7% |
| YTD | -2.3% | +59.0% | -61.3% | -11.1% |
| 1Y | +0.6% | +69.2% | -68.7% | -9.8% |
| 3Y | +90.9% | +124.1% | -33.2% | +60.8% |
| 5Y | +52.5% | +77.9% | -25.4% | +35.3% |
| All | +158.9% | +57.8% | +101.1% | +129.1% |
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