+191.4%
RIO vs RPRX
+66.6%
+124.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | 0.0% | +5.1% | -5.1% | -0.9% |
| 30D | +4.0% | +11.2% | -7.2% | +2.1% |
| 3M | +0.1% | +16.7% | -16.6% | -2.7% |
| 6M | +12.7% | +36.0% | -23.3% | +6.5% |
| YTD | +35.6% | +67.8% | -32.2% | +23.6% |
| 1Y | +73.7% | +76.7% | -3.0% | +56.6% |
| 3Y | +93.3% | +128.1% | -34.8% | +64.8% |
| 5Y | +92.4% | +82.9% | +9.6% | +70.5% |
| All | +191.4% | +66.6% | +124.8% | +159.8% |
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