+33.8%
O vs RPRX
+79.7%
-45.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | +8.3% | +21.9% | -13.6% | +4.2% |
| 3M | -4.0% | +16.9% | -20.9% | -6.9% |
| 6M | -2.6% | +34.5% | -37.2% | -8.2% |
| YTD | +9.9% | +80.9% | -71.1% | -2.2% |
| 1Y | +9.8% | +77.6% | -67.7% | -1.9% |
| 3Y | +39.7% | +173.5% | -133.8% | +13.7% |
| 5Y | +9.2% | +84.9% | -75.8% | -5.2% |
| All | +33.8% | +79.7% | -45.9% | +15.1% |
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 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