+273.0%
ON vs RPRX
+66.6%
+206.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.4% | +5.1% | -2.7% | +1.0% |
| 30D | -3.3% | +11.2% | -14.5% | -6.2% |
| 3M | -43.6% | +16.7% | -60.3% | -46.4% |
| 6M | +19.0% | +36.0% | -17.0% | +7.6% |
| YTD | +37.4% | +67.8% | -30.4% | +16.5% |
| 1Y | +54.8% | +76.7% | -21.9% | +28.9% |
| 3Y | -25.2% | +128.1% | -153.3% | -43.1% |
| 5Y | +62.7% | +82.9% | -20.2% | +36.2% |
| All | +273.0% | +66.6% | +206.4% | +215.6% |
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