+87.5%
RPRX vs ESTC
-52.1%
+139.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +3.3% | +2.4% | +0.9% | +3.2% |
| 30D | +17.9% | -4.2% | +22.1% | +18.1% |
| 3M | +19.2% | +2.5% | +16.8% | +18.6% |
| 6M | +31.7% | +81.5% | -49.8% | +25.1% |
| YTD | +82.5% | +16.8% | +65.6% | +78.7% |
| 1Y | +78.4% | -3.5% | +81.9% | +77.3% |
| 3Y | +177.0% | +17.7% | +159.2% | +160.2% |
| All | +87.5% | -52.1% | +139.5% | +88.1% |
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