+74.0%
RPRX vs BURL
+20.3%
+53.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.0% |
| 7D | +4.2% | +10.4% | -6.2% | +3.1% |
| 30D | +19.2% | -4.9% | +24.2% | +19.8% |
| 3M | +18.0% | -29.8% | +47.8% | +22.1% |
| 6M | +35.7% | -16.5% | +52.2% | +37.5% |
| YTD | +77.2% | -10.5% | +87.8% | +78.0% |
| 1Y | +82.0% | -5.3% | +87.3% | +81.2% |
| 3Y | +161.0% | +95.1% | +65.9% | +133.5% |
| 5Y | +91.9% | -12.1% | +104.0% | +84.7% |
| All | +74.0% | +20.3% | +53.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling