+75.9%
RPRX vs ESTC
-47.2%
+123.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.7% | -1.6% | -5.0% |
| 7D | -2.8% | -4.3% | +1.5% | -2.5% |
| 30D | +7.2% | +17.7% | -10.6% | +5.6% |
| 3M | +10.9% | +42.3% | -31.4% | +7.6% |
| 6M | +34.6% | +64.6% | -30.0% | +28.7% |
| YTD | +59.0% | +17.2% | +41.8% | +55.8% |
| 1Y | +72.5% | -4.2% | +76.7% | +71.6% |
| 3Y | +124.1% | +13.5% | +110.6% | +111.2% |
| 5Y | +75.9% | -45.5% | +121.5% | +73.8% |
| All | +75.9% | -47.2% | +123.1% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling