+52.3%
ROST vs RPRX
+64.4%
-12.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -2.5% | -8.0% | +5.5% | -1.4% |
| 30D | -10.3% | +2.1% | -12.4% | -10.5% |
| 3M | -2.6% | +8.2% | -10.8% | -3.7% |
| 6M | +6.5% | +28.9% | -22.4% | +3.1% |
| YTD | +25.9% | +54.1% | -28.2% | +20.2% |
| 1Y | +52.3% | +65.5% | -13.2% | +45.1% |
| All | +52.3% | +64.4% | -12.0% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling