+130.3%
RSP vs RPRX
+66.6%
+63.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +5.1% | -5.9% | -1.8% |
| 30D | -0.3% | +11.2% | -11.5% | -2.5% |
| 3M | +4.3% | +16.7% | -12.4% | +0.8% |
| 6M | +8.8% | +36.0% | -27.2% | +1.8% |
| YTD | +15.3% | +67.8% | -52.5% | +3.1% |
| 1Y | +18.3% | +76.7% | -58.4% | +4.4% |
| 3Y | +52.8% | +128.1% | -75.3% | +26.7% |
| 5Y | +51.7% | +82.9% | -31.2% | +32.4% |
| All | +130.3% | +66.6% | +63.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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