+83.7%
RPRX vs ES
-0.1%
+83.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +4.6% | +0.9% | +3.7% | +4.4% |
| 30D | +22.0% | +5.9% | +16.1% | +20.8% |
| 3M | +20.3% | -1.0% | +21.3% | +20.1% |
| 6M | +37.9% | +7.2% | +30.7% | +37.2% |
| YTD | +82.2% | +7.0% | +75.2% | +81.5% |
| 1Y | +83.7% | +0.5% | +83.2% | +84.8% |
| All | +83.7% | -0.1% | +83.8% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling