-96.3%
SPXU vs RPRX
+57.8%
-154.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | -1.3% |
| 7D | -1.5% | -2.8% | +1.3% | -2.9% |
| 30D | +3.7% | +7.2% | -3.4% | +8.1% |
| 3M | -9.6% | +10.9% | -20.5% | -3.8% |
| 6M | -32.4% | +34.6% | -66.9% | -18.6% |
| YTD | -28.7% | +59.0% | -87.6% | -5.0% |
| 1Y | -38.2% | +72.5% | -110.7% | -13.1% |
| 3Y | -80.4% | +124.1% | -204.5% | -66.5% |
| 5Y | -86.0% | +75.9% | -162.0% | -78.4% |
| All | -96.3% | +57.8% | -154.1% | -94.1% |
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