+33.2%
O vs RPRX
+53.1%
-19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -3.5% | -8.0% | +4.5% | -2.0% |
| 30D | -3.3% | +2.1% | -5.4% | -3.8% |
| 3M | -2.8% | +8.2% | -11.0% | -4.4% |
| 6M | -5.8% | +28.9% | -34.6% | -10.4% |
| YTD | +9.4% | +54.1% | -44.7% | +0.5% |
| 1Y | +5.7% | +65.5% | -59.9% | -4.5% |
| 3Y | +27.2% | +117.3% | -90.0% | +8.2% |
| 5Y | +17.2% | +71.6% | -54.4% | +4.2% |
| All | +33.2% | +53.1% | -19.9% | +18.2% |
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 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