+322.4%
NET vs RPRX
+160.9%
+161.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -16.4% | +4.2% | -20.6% | -16.8% |
| 30D | -25.8% | +19.2% | -45.1% | -27.7% |
| 3M | -11.5% | +18.0% | -29.5% | -13.8% |
| 6M | +18.9% | +35.7% | -16.8% | +12.9% |
| YTD | +35.2% | +77.2% | -42.0% | +22.0% |
| 1Y | +14.5% | +82.0% | -67.5% | +2.4% |
| All | +322.4% | +160.9% | +161.5% | +243.2% |
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