+74.3%
RPRX vs OUST
-64.1%
+138.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.8% |
| 7D | +0.2% | +17.0% | -16.8% | -0.3% |
| 30D | +18.6% | -16.5% | +35.1% | +19.0% |
| 3M | +18.0% | -23.7% | +41.7% | +18.6% |
| 6M | +33.8% | +18.4% | +15.4% | +31.2% |
| YTD | +76.6% | +60.8% | +15.8% | +70.9% |
| 1Y | +68.2% | +44.2% | +24.0% | +63.1% |
| 3Y | +161.5% | +668.1% | -506.6% | +129.6% |
| 5Y | +91.4% | -48.8% | +140.2% | +84.2% |
| All | +74.3% | -64.1% | +138.5% | +66.0% |
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