+77.7%
RPRX vs CHD
+60.6%
+17.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +21.9% | +11.6% | +10.3% | +19.6% |
| 3M | +16.9% | +10.7% | +6.2% | +14.8% |
| 6M | +34.5% | +20.2% | +14.3% | +30.1% |
| YTD | +80.9% | +34.5% | +46.4% | +71.5% |
| 1Y | +77.6% | +32.6% | +45.0% | +68.7% |
| 3Y | +173.5% | +29.1% | +144.4% | +158.3% |
| 5Y | +84.9% | +31.5% | +53.4% | +70.9% |
| All | +77.7% | +60.6% | +17.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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