+25.1%
RF vs RPRX
+85.8%
-60.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +2.3% | +4.2% | -2.0% | +1.8% |
| 30D | +7.2% | +19.2% | -12.0% | +5.3% |
| 3M | -8.2% | +18.0% | -26.2% | -9.8% |
| 6M | +7.0% | +35.7% | -28.7% | +3.2% |
| YTD | +10.3% | +77.2% | -67.0% | +3.7% |
| 1Y | +25.1% | +82.0% | -56.9% | +17.7% |
| All | +25.1% | +85.8% | -60.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling