+75.2%
RPRX vs WOLF
+60.4%
+14.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.1% | -5.3% |
| 7D | -2.8% | +9.8% | -12.5% | -2.7% |
| 30D | +7.2% | -12.1% | +19.3% | +7.1% |
| 3M | +10.9% | -47.9% | +58.8% | +10.9% |
| 6M | +34.6% | +74.3% | -39.7% | +31.7% |
| YTD | +59.0% | +65.9% | -6.9% | +55.8% |
| All | +75.2% | +60.4% | +14.8% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling