+49.1%
RMD vs RPRX
+82.4%
-33.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -0.8% | +3.6% | -4.4% | -1.6% |
| 30D | +1.7% | +21.2% | -19.5% | -2.9% |
| 3M | +6.4% | +21.6% | -15.2% | +1.5% |
| 6M | +20.7% | +36.7% | -16.0% | +12.0% |
| YTD | -0.2% | +83.7% | -83.8% | -13.6% |
| 1Y | -4.5% | +83.2% | -87.7% | -17.3% |
| 3Y | +70.5% | +177.7% | -107.1% | +32.4% |
| 5Y | -1.6% | +95.8% | -97.4% | -17.3% |
| All | +49.1% | +82.4% | -33.3% | +25.7% |
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 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