+64.8%
RPRX vs EFV
+160.1%
-95.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +5.1% | +1.5% | +3.6% | +4.4% |
| 30D | +11.2% | +1.7% | +9.5% | +10.3% |
| 3M | +16.7% | +8.6% | +8.1% | +12.1% |
| 6M | +36.0% | +11.7% | +24.3% | +28.8% |
| YTD | +67.8% | +19.3% | +48.5% | +53.6% |
| 1Y | +76.7% | +30.2% | +46.5% | +54.9% |
| 3Y | +128.1% | +91.6% | +36.5% | +64.0% |
| 5Y | +82.9% | +96.4% | -13.5% | +29.0% |
| All | +64.8% | +160.1% | -95.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling