+20.0%
RPRX vs XE
-47.4%
+67.4%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.2% | +5.2% | -3.1% |
| 7D | -8.0% | -11.4% | +3.4% | -8.1% |
| 30D | +2.1% | -23.0% | +25.1% | +1.8% |
| 3M | +8.2% | -12.1% | +20.3% | +8.5% |
| All | +20.0% | -47.4% | +67.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling