-54.3%
S vs RPRX
+66.9%
-121.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -4.0% | +2.8% | +0.6% |
| 30D | -12.6% | +4.9% | -17.5% | -14.8% |
| 3M | +27.6% | +9.4% | +18.2% | +21.4% |
| 6M | +35.5% | +33.3% | +2.2% | +16.2% |
| YTD | +29.6% | +59.0% | -29.4% | +1.0% |
| 1Y | +8.1% | +69.2% | -61.1% | -19.6% |
| 3Y | +14.8% | +124.1% | -109.3% | -31.0% |
| 5Y | -70.6% | +77.9% | -148.4% | -76.7% |
| All | -54.3% | +66.9% | -121.1% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling