+77.7%
RPRX vs BURL
+17.3%
+60.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +2.1% | +0.4% | +1.6% | +2.0% |
| 30D | +21.9% | -4.3% | +26.3% | +22.4% |
| 3M | +16.9% | -28.8% | +45.7% | +20.8% |
| 6M | +34.5% | -12.8% | +47.3% | +35.7% |
| YTD | +80.9% | -12.8% | +93.8% | +82.2% |
| 1Y | +77.6% | -12.3% | +89.8% | +78.3% |
| 3Y | +173.5% | +92.7% | +80.8% | +145.0% |
| 5Y | +84.9% | -6.5% | +91.5% | +76.6% |
| All | +77.7% | +17.3% | +60.4% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling