+75.0%
RPRX vs OUST
-65.4%
+140.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.0% | +1.3% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +19.2% | -24.0% | +43.2% | +20.0% |
| 3M | +18.0% | -29.9% | +47.9% | +18.9% |
| 6M | +35.7% | +19.1% | +16.6% | +33.1% |
| YTD | +77.2% | +55.0% | +22.3% | +71.8% |
| 1Y | +82.0% | +21.2% | +60.8% | +77.5% |
| 3Y | +161.0% | +626.0% | -465.0% | +129.6% |
| 5Y | +91.9% | -51.6% | +143.5% | +85.1% |
| All | +75.0% | -65.4% | +140.4% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling