+174.7%
RPRX vs ES
+52.1%
+122.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +2.1% | -1.1% | +3.1% | +2.3% |
| 30D | +21.9% | +8.2% | +13.7% | +20.2% |
| 3M | +16.9% | +0.6% | +16.3% | +16.6% |
| 6M | +34.5% | +6.0% | +28.6% | +33.1% |
| YTD | +80.9% | +9.3% | +71.6% | +77.7% |
| 1Y | +77.6% | +1.1% | +76.5% | +76.7% |
| All | +174.7% | +52.1% | +122.6% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling