+64.5%
RPRX vs BOXX
+18.5%
+46.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.4% |
| 7D | -8.4% | +0.1% | -8.4% | -8.5% |
| 30D | -0.6% | +0.3% | -0.9% | -1.5% |
| 3M | +6.4% | +1.0% | +5.4% | +3.1% |
| 6M | +26.6% | +1.9% | +24.7% | +19.0% |
| YTD | +53.8% | +2.7% | +51.1% | +41.0% |
| 1Y | +62.8% | +4.0% | +58.8% | +43.0% |
| 3Y | +118.0% | +14.7% | +103.4% | +60.5% |
| All | +64.5% | +18.5% | +46.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling