+32.3%
ROL vs RPRX
+57.8%
-25.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | -4.0% | +0.7% | -2.6% |
| 30D | -7.2% | +4.9% | -12.2% | -8.1% |
| 3M | -27.0% | +9.4% | -36.3% | -28.3% |
| 6M | -39.5% | +33.3% | -72.8% | -42.7% |
| YTD | -41.8% | +59.0% | -100.8% | -46.7% |
| 1Y | -38.9% | +69.2% | -108.1% | -44.8% |
| 3Y | -0.4% | +124.1% | -124.5% | -15.4% |
| 5Y | -4.2% | +77.9% | -82.1% | -14.5% |
| All | +32.3% | +57.8% | -25.5% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling