+15.5%
ROL vs RPRX
+89.2%
-73.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | +3.6% | -2.9% | -0.1% |
| 30D | +20.6% | +21.2% | -0.6% | +15.2% |
| 3M | +4.5% | +21.6% | -17.1% | -0.4% |
| 6M | -26.5% | +36.7% | -63.2% | -32.0% |
| YTD | -34.8% | +83.7% | -118.5% | -44.1% |
| 1Y | -33.2% | +83.2% | -116.4% | -42.6% |
| 3Y | +4.5% | +177.7% | -173.2% | -21.2% |
| 5Y | +15.5% | +95.8% | -80.2% | -1.3% |
| All | +15.5% | +89.2% | -73.7% | -1.3% |
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 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