+196.0%
RF vs RPRX
+79.2%
+116.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | -0.1% | +3.4% | -3.5% | -0.9% |
| 30D | +7.0% | +20.8% | -13.8% | +2.4% |
| 3M | -7.0% | +21.6% | -28.6% | -11.4% |
| 6M | +6.8% | +36.5% | -29.8% | -1.3% |
| YTD | +9.9% | +80.4% | -70.5% | -5.2% |
| 1Y | +21.1% | +81.8% | -60.7% | +4.2% |
| 3Y | +119.6% | +170.9% | -51.2% | +68.5% |
| 5Y | +46.2% | +95.2% | -49.0% | +22.7% |
| All | +196.0% | +79.2% | +116.8% | +147.8% |
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