+42.1%
RF vs RPRX
+91.5%
-49.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +6.0% | +18.6% | -12.5% | +0.7% |
| 3M | -8.9% | +18.0% | -26.9% | -13.6% |
| 6M | +2.3% | +33.8% | -31.5% | -7.0% |
| YTD | +7.6% | +76.6% | -69.0% | -11.0% |
| 1Y | +21.2% | +68.2% | -47.1% | +1.7% |
| 3Y | +108.5% | +161.5% | -53.0% | +46.1% |
| All | +42.1% | +91.5% | -49.4% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling