+37.4%
ROL vs RPRX
+66.6%
-29.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +5.1% | -6.5% | -2.3% |
| 30D | -4.1% | +11.2% | -15.3% | -6.0% |
| 3M | -22.5% | +16.7% | -39.2% | -24.8% |
| 6M | -37.7% | +36.0% | -73.7% | -41.2% |
| YTD | -39.6% | +67.8% | -107.4% | -45.3% |
| 1Y | -36.0% | +76.7% | -112.7% | -42.7% |
| 3Y | -5.1% | +128.1% | -133.3% | -19.6% |
| 5Y | -3.4% | +82.9% | -86.3% | -14.4% |
| All | +37.4% | +66.6% | -29.3% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling