-53.2%
S vs RPRX
+76.2%
-129.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.7% | +5.1% | -12.8% | -9.8% |
| 30D | -5.3% | +11.2% | -16.5% | -10.1% |
| 3M | +20.3% | +16.7% | +3.5% | +11.1% |
| 6M | +47.4% | +36.0% | +11.4% | +25.4% |
| YTD | +32.5% | +67.8% | -35.3% | +0.9% |
| 1Y | +9.5% | +76.7% | -67.2% | -20.0% |
| 3Y | +15.5% | +128.1% | -112.6% | -29.9% |
| 5Y | -71.2% | +82.9% | -154.1% | -77.8% |
| All | -53.2% | +76.2% | -129.4% | -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 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