+68.2%
RPRX vs BURL
-7.8%
+76.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.2% | +4.1% | -3.9% | 0.0% |
| 30D | +18.6% | -9.5% | +28.0% | +19.0% |
| 3M | +18.0% | -33.5% | +51.5% | +19.6% |
| 6M | +33.8% | -22.1% | +55.9% | +34.6% |
| YTD | +76.6% | -14.6% | +91.1% | +77.6% |
| 1Y | +68.2% | -8.4% | +76.6% | +69.3% |
| All | +68.2% | -7.8% | +76.1% | +69.3% |
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