+51.0%
RPRX vs CHD
+35.4%
+15.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -8.4% | -4.5% | -3.9% | -7.6% |
| 30D | -0.6% | -6.7% | +6.1% | +0.5% |
| 3M | +6.4% | -2.7% | +9.2% | +6.8% |
| 6M | +26.6% | -4.9% | +31.5% | +27.4% |
| YTD | +53.8% | +13.3% | +40.4% | +50.1% |
| 1Y | +62.8% | +1.0% | +61.8% | +61.9% |
| 3Y | +118.0% | +1.3% | +116.7% | +115.0% |
| 5Y | +71.2% | +20.8% | +50.4% | +60.1% |
| All | +51.0% | +35.4% | +15.6% | +9.3% |
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