-22.2%
RKT vs RPRX
+70.5%
-92.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.1% | +5.1% | -3.0% | -0.1% |
| 30D | +1.4% | +11.2% | -9.8% | -3.3% |
| 3M | +6.3% | +16.7% | -10.4% | -1.3% |
| 6M | -15.5% | +36.0% | -51.4% | -26.9% |
| YTD | -27.4% | +67.8% | -95.2% | -43.3% |
| 1Y | -26.6% | +76.7% | -103.3% | -44.5% |
| 3Y | +41.2% | +128.1% | -86.9% | -7.6% |
| 5Y | -6.4% | +82.9% | -89.3% | -30.5% |
| All | -22.2% | +70.5% | -92.7% | -45.2% |
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