+51.0%
RPRX vs EFV
+158.0%
-107.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -8.4% | -0.8% | -7.6% | -8.0% |
| 30D | -0.6% | +0.6% | -1.3% | -0.9% |
| 3M | +6.4% | +7.5% | -1.1% | +2.8% |
| 6M | +26.6% | +13.0% | +13.6% | +19.2% |
| YTD | +53.8% | +18.3% | +35.5% | +41.3% |
| 1Y | +62.8% | +26.7% | +36.1% | +44.6% |
| 3Y | +118.0% | +89.6% | +28.5% | +57.5% |
| 5Y | +71.2% | +98.2% | -27.0% | +20.2% |
| All | +51.0% | +158.0% | -107.1% | -8.5% |
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