+95.9%
RIO vs RPRX
+123.5%
-27.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +1.5% |
| 30D | +4.0% | +4.9% | -0.9% | +3.2% |
| 3M | +4.5% | +9.4% | -4.8% | +3.0% |
| 6M | +17.3% | +33.3% | -16.0% | +11.8% |
| YTD | +36.2% | +59.0% | -22.8% | +26.6% |
| 1Y | +76.1% | +69.2% | +6.9% | +62.1% |
| All | +95.9% | +123.5% | -27.5% | +71.0% |
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