+211.2%
RF vs RPRX
+66.6%
+144.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | +5.1% | -3.8% | +0.1% |
| 30D | -3.6% | +11.2% | -14.8% | -6.1% |
| 3M | +8.1% | +16.7% | -8.6% | +4.0% |
| 6M | +11.5% | +36.0% | -24.5% | +3.1% |
| YTD | +15.6% | +67.8% | -52.2% | +1.5% |
| 1Y | +15.7% | +76.7% | -61.0% | -0.1% |
| 3Y | +86.9% | +128.1% | -41.2% | +49.9% |
| 5Y | +89.8% | +82.9% | +6.9% | +61.7% |
| All | +211.2% | +66.6% | +144.6% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling