+1.3%
ROP vs RPRX
+53.1%
-51.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.1% |
| 7D | -8.0% | -8.0% | 0.0% | -6.5% |
| 30D | -2.7% | +2.1% | -4.8% | -3.1% |
| 3M | +16.6% | +8.2% | +8.4% | +14.8% |
| 6M | +10.4% | +28.9% | -18.5% | +4.9% |
| YTD | -12.1% | +54.1% | -66.2% | -19.4% |
| 1Y | -23.6% | +65.5% | -89.2% | -31.1% |
| 3Y | -19.3% | +117.3% | -136.6% | -31.6% |
| 5Y | -15.4% | +71.6% | -87.0% | -24.3% |
| All | +1.3% | +53.1% | -51.8% | -10.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling