+327.4%
RCL vs RPRX
+57.8%
+269.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | -4.0% | +1.8% | -0.9% |
| 30D | -15.7% | +4.9% | -20.6% | -17.2% |
| 3M | -8.0% | +9.4% | -17.3% | -11.1% |
| 6M | -10.1% | +33.3% | -43.4% | -19.1% |
| YTD | -5.9% | +59.0% | -64.8% | -20.4% |
| 1Y | -23.5% | +69.2% | -92.7% | -36.9% |
| 3Y | +174.4% | +124.1% | +50.3% | +101.7% |
| 5Y | +227.1% | +77.9% | +149.3% | +171.3% |
| All | +327.4% | +57.8% | +269.5% | +255.7% |
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