+161.5%
RPRX vs ESTC
+18.0%
+143.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.4% |
| 7D | +0.2% | -11.5% | +11.7% | +0.4% |
| 30D | +18.6% | -7.5% | +26.1% | +18.7% |
| 3M | +18.0% | +23.1% | -5.1% | +17.3% |
| 6M | +33.8% | +75.3% | -41.5% | +31.5% |
| YTD | +76.6% | +14.1% | +62.5% | +75.9% |
| 1Y | +68.2% | -0.6% | +68.8% | +68.4% |
| 3Y | +161.5% | +20.8% | +140.7% | +156.8% |
| All | +161.5% | +18.0% | +143.5% | +156.8% |
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