-4.7%
ROL vs RPRX
+74.2%
-78.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.7% | -1.3% |
| 7D | -3.4% | -2.8% | -0.7% | -2.8% |
| 30D | -6.9% | +7.2% | -14.1% | -8.5% |
| 3M | -24.6% | +10.9% | -35.5% | -26.5% |
| 6M | -39.5% | +34.6% | -74.1% | -43.8% |
| YTD | -41.1% | +59.0% | -100.1% | -47.5% |
| 1Y | -37.9% | +72.5% | -110.5% | -45.9% |
| 3Y | +0.8% | +124.1% | -123.3% | -18.7% |
| 5Y | -4.7% | +75.9% | -80.6% | -16.5% |
| All | -4.7% | +74.2% | -78.9% | -16.5% |
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