+175.4%
RPRX vs EXPD
+71.7%
+103.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +4.6% | -7.4% | +12.0% | +5.4% |
| 30D | +22.0% | -2.1% | +24.1% | +22.2% |
| 3M | +20.3% | +5.7% | +14.6% | +19.4% |
| 6M | +37.9% | +21.4% | +16.5% | +34.9% |
| YTD | +82.2% | +27.6% | +54.6% | +76.2% |
| 1Y | +83.7% | +36.1% | +47.6% | +76.0% |
| 3Y | +175.4% | +69.9% | +105.6% | +143.5% |
| All | +175.4% | +71.7% | +103.7% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling