+96.0%
ROST vs RPRX
+123.5%
-27.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | -4.0% | +1.8% | -1.7% |
| 30D | -11.4% | +4.9% | -16.4% | -12.0% |
| 3M | -1.6% | +9.4% | -11.0% | -2.8% |
| 6M | +6.8% | +33.3% | -26.5% | +3.0% |
| YTD | +25.8% | +59.0% | -33.2% | +18.9% |
| 1Y | +52.4% | +69.2% | -16.8% | +42.8% |
| All | +96.0% | +123.5% | -27.5% | +75.7% |
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