+84.9%
RPRX vs OUST
-48.5%
+133.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.8% | -1.4% |
| 7D | +2.1% | +19.9% | -17.8% | +1.6% |
| 30D | +21.9% | +3.6% | +18.3% | +21.6% |
| 3M | +16.9% | -20.6% | +37.6% | +17.3% |
| 6M | +34.5% | +35.1% | -0.5% | +31.7% |
| YTD | +80.9% | +69.1% | +11.8% | +75.3% |
| 1Y | +77.6% | +49.9% | +27.7% | +72.5% |
| 3Y | +173.5% | +642.4% | -468.9% | +142.8% |
| 5Y | +84.9% | -48.3% | +133.2% | +77.3% |
| All | +84.9% | -48.5% | +133.4% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling