+195.3%
RF vs RPRX
+81.2%
+114.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.9% | +3.3% | -1.4% | +1.2% |
| 30D | +7.3% | +17.9% | -10.6% | +3.2% |
| 3M | -7.9% | +19.2% | -27.2% | -11.8% |
| 6M | +10.5% | +31.7% | -21.2% | +3.1% |
| YTD | +9.6% | +82.5% | -72.8% | -5.7% |
| 1Y | +20.3% | +78.4% | -58.1% | +4.0% |
| 3Y | +119.5% | +177.0% | -57.4% | +67.5% |
| 5Y | +48.2% | +86.5% | -38.3% | +25.0% |
| All | +195.3% | +81.2% | +114.1% | +146.6% |
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