+177.0%
RPRX vs ESTC
+14.8%
+162.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +3.3% | +2.4% | +0.9% | +3.3% |
| 30D | +17.9% | -4.2% | +22.1% | +17.9% |
| 3M | +19.2% | +2.5% | +16.8% | +19.0% |
| 6M | +31.7% | +81.5% | -49.8% | +29.3% |
| YTD | +82.5% | +16.8% | +65.6% | +81.6% |
| 1Y | +78.4% | -3.5% | +81.9% | +79.0% |
| 3Y | +177.0% | +17.7% | +159.2% | +172.5% |
| All | +177.0% | +14.8% | +162.2% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling