+73.4%
RPRX vs URA
+264.6%
-191.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.5% |
| 30D | +18.6% | -19.0% | +37.6% | +20.5% |
| 3M | +18.0% | -25.1% | +43.1% | +20.6% |
| 6M | +33.8% | -44.5% | +78.3% | +40.0% |
| YTD | +76.6% | -24.3% | +100.9% | +78.2% |
| 1Y | +68.2% | -28.1% | +96.4% | +70.4% |
| 3Y | +161.5% | +40.7% | +120.9% | +137.2% |
| 5Y | +91.4% | +35.5% | +55.9% | +69.0% |
| All | +73.4% | +264.6% | -191.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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