+25.0%
ROK vs RPRX
+85.8%
-60.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | 0.0% | +4.2% | -4.2% | -0.5% |
| 30D | -2.5% | +19.2% | -21.7% | -4.8% |
| 3M | 0.0% | +18.0% | -18.0% | -2.3% |
| 6M | +11.6% | +35.7% | -24.2% | +3.8% |
| YTD | +15.2% | +77.2% | -62.1% | -0.1% |
| 1Y | +25.0% | +82.0% | -57.0% | +8.3% |
| All | +25.0% | +85.8% | -60.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling