+80.3%
RPRX vs ESTC
-0.2%
+80.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.6% | -2.6% | +6.3% | +3.8% |
| 30D | +21.2% | -8.6% | +29.8% | +21.9% |
| 3M | +21.6% | +14.4% | +7.3% | +19.5% |
| 6M | +36.7% | +73.3% | -36.6% | +28.8% |
| YTD | +83.7% | +15.7% | +67.9% | +78.9% |
| 1Y | +83.2% | -7.6% | +90.8% | +82.2% |
| 3Y | +177.7% | +14.6% | +163.1% | +158.3% |
| 5Y | +95.8% | -50.0% | +145.8% | +98.6% |
| All | +80.3% | -0.2% | +80.5% | +44.5% |
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