+134.1%
RPRX vs ESTC
+25.2%
+108.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | +5.1% | -8.1% | +13.2% | +5.3% |
| 30D | +11.2% | +31.7% | -20.5% | +10.4% |
| 3M | +16.7% | +41.1% | -24.3% | +15.7% |
| 6M | +36.0% | +77.1% | -41.1% | +33.7% |
| YTD | +67.8% | +21.7% | +46.1% | +67.0% |
| 1Y | +76.7% | +8.4% | +68.3% | +76.4% |
| All | +134.1% | +25.2% | +108.9% | +130.6% |
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 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