+77.9%
RPRX vs EFV
+95.4%
-17.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | +4.9% | 0.0% | +4.9% | +5.0% |
| 3M | +9.4% | +8.4% | +0.9% | +5.3% |
| 6M | +33.3% | +12.3% | +21.0% | +26.0% |
| YTD | +59.0% | +17.4% | +41.6% | +46.8% |
| 1Y | +69.2% | +27.1% | +42.1% | +50.3% |
| 3Y | +124.1% | +90.7% | +33.4% | +61.8% |
| 5Y | +77.9% | +95.6% | -17.8% | +26.3% |
| All | +77.9% | +95.4% | -17.5% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling