+36.9%
O vs RPRX
+66.6%
-29.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | +5.1% | -5.9% | -1.7% |
| 30D | -1.9% | +11.2% | -13.1% | -3.9% |
| 3M | +3.8% | +16.7% | -12.9% | +0.7% |
| 6M | -4.7% | +36.0% | -40.7% | -10.3% |
| YTD | +12.5% | +67.8% | -55.3% | +1.7% |
| 1Y | +10.8% | +76.7% | -65.9% | -1.0% |
| 3Y | +28.8% | +128.1% | -99.3% | +8.4% |
| 5Y | +13.2% | +82.9% | -69.7% | -0.8% |
| All | +36.9% | +66.6% | -29.7% | +19.6% |
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