+180.5%
RIO vs RPRX
+53.1%
+127.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.7% |
| 7D | -3.4% | -8.0% | +4.7% | -2.0% |
| 30D | +0.6% | +2.1% | -1.5% | +0.2% |
| 3M | +2.5% | +8.2% | -5.7% | +1.0% |
| 6M | +10.8% | +28.9% | -18.1% | +5.7% |
| YTD | +30.5% | +54.1% | -23.7% | +20.7% |
| 1Y | +68.1% | +65.5% | +2.6% | +53.3% |
| 3Y | +94.0% | +117.3% | -23.2% | +66.7% |
| 5Y | +92.0% | +71.6% | +20.4% | +72.2% |
| All | +180.5% | +53.1% | +127.4% | +153.7% |
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