+45.9%
ROK vs RPRX
+72.5%
-26.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | -1.6% | -8.0% | +6.4% | +0.4% |
| 30D | -5.4% | +2.1% | -7.5% | -6.0% |
| 3M | -4.0% | +8.2% | -12.1% | -6.2% |
| 6M | +13.3% | +28.9% | -15.5% | +5.6% |
| YTD | +9.3% | +54.1% | -44.8% | -2.8% |
| 1Y | +25.8% | +65.5% | -39.7% | +9.5% |
| 3Y | +49.1% | +117.3% | -68.2% | +20.0% |
| 5Y | +45.9% | +71.6% | -25.7% | +29.8% |
| All | +45.9% | +72.5% | -26.6% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling