+64.9%
RPRX vs BOXX
+18.4%
+46.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.0% | 0.0% | -8.1% | -8.1% |
| 30D | +2.1% | +0.3% | +1.8% | +1.3% |
| 3M | +8.2% | +1.0% | +7.2% | +5.0% |
| 6M | +28.9% | +1.9% | +26.9% | +21.1% |
| YTD | +54.1% | +2.6% | +51.5% | +41.5% |
| 1Y | +65.5% | +4.0% | +61.5% | +45.6% |
| 3Y | +117.3% | +14.6% | +102.7% | +60.2% |
| All | +64.9% | +18.4% | +46.5% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling