+493.1%
P vs RPRX
+79.2%
+413.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.9% |
| 7D | -9.6% | +3.4% | -13.0% | -10.2% |
| 30D | -33.4% | +20.8% | -54.2% | -35.9% |
| 3M | +14.2% | +21.6% | -7.4% | +9.7% |
| 6M | +31.6% | +36.5% | -5.0% | +22.6% |
| YTD | +53.5% | +80.4% | -27.0% | +34.0% |
| 1Y | +14.2% | +81.8% | -67.6% | -0.5% |
| 3Y | +190.5% | +170.9% | +19.6% | +124.0% |
| 5Y | +256.3% | +95.2% | +161.2% | +207.5% |
| All | +493.1% | +79.2% | +413.9% | +416.6% |
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 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