+64.8%
RPRX vs BURL
+23.6%
+41.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +5.1% | -2.8% | +7.9% | +5.4% |
| 30D | +11.2% | -28.2% | +39.4% | +14.9% |
| 3M | +16.7% | -17.6% | +34.3% | +18.8% |
| 6M | +36.0% | -11.8% | +47.8% | +37.1% |
| YTD | +67.8% | -8.1% | +75.9% | +68.3% |
| 1Y | +76.7% | -12.0% | +88.6% | +77.5% |
| 3Y | +128.1% | +63.3% | +64.8% | +108.9% |
| 5Y | +82.9% | -10.8% | +93.7% | +76.0% |
| All | +64.8% | +23.6% | +41.2% | +52.8% |
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