+193.6%
RF vs RPRX
+80.9%
+112.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +0.3% | +4.6% | -4.2% | -0.7% |
| 30D | +6.2% | +22.0% | -15.8% | +1.3% |
| 3M | -7.8% | +20.3% | -28.1% | -11.9% |
| 6M | +5.9% | +37.9% | -32.0% | -2.3% |
| YTD | +9.0% | +82.2% | -73.2% | -6.2% |
| 1Y | +19.3% | +83.7% | -64.4% | +2.3% |
| 3Y | +116.4% | +175.4% | -59.0% | +65.4% |
| 5Y | +46.0% | +87.7% | -41.7% | +23.1% |
| All | +193.6% | +80.9% | +112.7% | +145.3% |
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