+79.1%
RPRX vs EFV
+153.2%
-74.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +3.3% | +2.5% | +0.8% | +2.1% |
| 30D | +17.9% | +2.9% | +15.0% | +16.3% |
| 3M | +19.2% | -1.4% | +20.7% | +20.0% |
| 6M | +31.7% | +5.5% | +26.2% | +28.2% |
| YTD | +82.5% | +16.1% | +66.4% | +69.1% |
| 1Y | +78.4% | +20.3% | +58.2% | +62.5% |
| 3Y | +177.0% | +90.4% | +86.5% | +99.5% |
| 5Y | +86.5% | +93.5% | -7.0% | +32.4% |
| All | +79.1% | +153.2% | -74.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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