+79.9%
RPRX vs OUST
-60.6%
+140.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +4.6% | +31.9% | -27.3% | +3.7% |
| 30D | +22.0% | -4.2% | +26.2% | +21.9% |
| 3M | +20.3% | -9.3% | +29.6% | +20.3% |
| 6M | +37.9% | +51.7% | -13.8% | +34.3% |
| YTD | +82.2% | +76.6% | +5.6% | +75.9% |
| 1Y | +83.7% | +48.9% | +34.8% | +78.1% |
| 3Y | +175.4% | +675.3% | -499.8% | +142.2% |
| 5Y | +87.7% | -44.0% | +131.8% | +80.6% |
| All | +79.9% | -60.6% | +140.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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