+73.4%
RPRX vs ES
+3.1%
+70.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.2% |
| 30D | +18.6% | +7.1% | +11.5% | +16.9% |
| 3M | +18.0% | -1.9% | +19.9% | +18.4% |
| 6M | +33.8% | +4.4% | +29.5% | +32.5% |
| YTD | +76.6% | +7.3% | +69.2% | +73.5% |
| 1Y | +68.2% | +2.1% | +66.1% | +66.6% |
| 3Y | +161.5% | +41.8% | +119.7% | +137.8% |
| 5Y | +91.4% | +1.4% | +90.0% | +87.2% |
| All | +73.4% | +3.1% | +70.2% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling