+56.1%
RPRX vs ES
+4.3%
+51.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | +7.2% | -1.2% | +8.3% | +7.4% |
| 3M | +10.9% | +5.0% | +5.9% | +9.8% |
| 6M | +34.6% | -2.8% | +37.4% | +35.1% |
| YTD | +59.0% | +8.6% | +50.4% | +55.9% |
| 1Y | +72.5% | +18.9% | +53.6% | +65.2% |
| 3Y | +124.1% | +32.1% | +91.9% | +106.8% |
| 5Y | +75.9% | -5.1% | +81.0% | +73.5% |
| All | +56.1% | +4.3% | +51.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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