+77.1%
RPRX vs ESTC
+3.2%
+74.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | +20.8% | -8.1% | +28.9% | +21.5% |
| 3M | +21.6% | +20.2% | +1.5% | +19.0% |
| 6M | +36.5% | +72.7% | -36.2% | +28.8% |
| YTD | +80.4% | +19.6% | +60.8% | +75.3% |
| 1Y | +81.8% | +0.3% | +81.5% | +79.5% |
| 3Y | +170.9% | +22.8% | +148.1% | +150.0% |
| 5Y | +95.2% | -50.9% | +146.1% | +99.1% |
| All | +77.1% | +3.2% | +74.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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