+80.3%
RPRX vs EXPD
+175.5%
-95.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.3% |
| 7D | +3.6% | -1.6% | +5.2% | +3.9% |
| 30D | +21.2% | +0.6% | +20.6% | +20.9% |
| 3M | +21.6% | +9.8% | +11.8% | +19.3% |
| 6M | +36.7% | +25.8% | +10.9% | +30.5% |
| YTD | +83.7% | +31.3% | +52.4% | +72.6% |
| 1Y | +83.2% | +40.9% | +42.2% | +69.5% |
| 3Y | +177.7% | +74.7% | +102.9% | +140.8% |
| 5Y | +95.8% | +62.9% | +32.9% | +70.5% |
| All | +80.3% | +175.5% | -95.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling