+51.2%
RIO vs RPRX
+176.1%
-124.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +3.0% | -3.9% | -1.3% |
| 30D | -9.1% | +17.5% | -26.6% | -11.1% |
| 3M | -13.7% | +18.8% | -32.5% | -15.7% |
| 6M | -24.3% | +31.3% | -55.6% | -27.3% |
| YTD | +8.9% | +81.8% | -73.0% | +0.2% |
| 1Y | +22.7% | +77.8% | -55.2% | +13.1% |
| 3Y | +51.2% | +176.0% | -124.8% | +30.0% |
| All | +51.2% | +176.1% | -124.9% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling