+95.0%
ROST vs RPRX
+177.1%
-82.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.5% |
| 7D | +0.3% | +3.3% | -3.1% | -0.2% |
| 30D | +0.5% | +17.9% | -17.4% | -1.6% |
| 3M | -5.2% | +19.2% | -24.5% | -7.3% |
| 6M | +9.8% | +31.7% | -21.9% | +6.1% |
| YTD | +29.4% | +82.5% | -53.1% | +20.8% |
| 1Y | +44.4% | +78.4% | -34.1% | +35.0% |
| 3Y | +95.0% | +177.0% | -82.0% | +71.3% |
| All | +95.0% | +177.1% | -82.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling