+78.4%
RPRX vs BURL
-15.0%
+93.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.1% |
| 7D | +3.3% | -1.6% | +4.9% | +3.4% |
| 30D | +17.9% | -7.7% | +25.6% | +18.4% |
| 3M | +19.2% | -31.7% | +50.9% | +21.5% |
| 6M | +31.7% | -15.2% | +46.9% | +32.1% |
| YTD | +82.5% | -15.9% | +98.4% | +83.3% |
| 1Y | +78.4% | -14.2% | +92.6% | +78.8% |
| All | +78.4% | -15.0% | +93.5% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling