+150.9%
ROST vs RPRX
+66.6%
+84.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.9% | +5.1% | -4.2% | -0.2% |
| 30D | -8.9% | +11.2% | -20.1% | -11.1% |
| 3M | -0.8% | +16.7% | -17.5% | -4.4% |
| 6M | +8.5% | +36.0% | -27.5% | +1.0% |
| YTD | +28.6% | +67.8% | -39.2% | +14.0% |
| 1Y | +52.3% | +76.7% | -24.4% | +33.1% |
| 3Y | +94.8% | +128.1% | -33.3% | +58.3% |
| 5Y | +110.8% | +82.9% | +27.9% | +83.1% |
| All | +150.9% | +66.6% | +84.3% | +115.9% |
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