+153.7%
RIG vs RPRX
+57.8%
+95.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | +9.5% | +7.2% | +2.3% | +6.9% |
| 3M | -6.6% | +10.9% | -17.5% | -10.1% |
| 6M | -2.9% | +34.6% | -37.4% | -13.0% |
| YTD | +39.5% | +59.0% | -19.5% | +17.7% |
| 1Y | +82.3% | +72.5% | +9.8% | +48.8% |
| 3Y | -29.6% | +124.1% | -153.7% | -48.8% |
| 5Y | +63.2% | +75.9% | -12.8% | +32.5% |
| All | +153.7% | +57.8% | +95.9% | +98.2% |
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