+173.2%
NOK vs RPRX
+57.8%
+115.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.5% | +7.2% |
| 7D | +7.3% | -2.8% | +10.0% | +7.7% |
| 30D | +13.8% | +7.2% | +6.6% | +12.1% |
| 3M | -27.0% | +10.9% | -37.9% | -28.9% |
| 6M | +37.6% | +34.6% | +3.0% | +28.4% |
| YTD | +64.6% | +59.0% | +5.6% | +48.6% |
| 1Y | +132.0% | +72.5% | +59.5% | +105.5% |
| 3Y | +183.7% | +124.1% | +59.6% | +134.8% |
| 5Y | +101.3% | +75.9% | +25.4% | +78.2% |
| All | +173.2% | +57.8% | +115.3% | +139.2% |
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 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