+78.5%
SPY vs RPRX
+126.7%
-48.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.7% | +0.1% |
| 7D | +0.5% | -2.8% | +3.3% | +0.9% |
| 30D | -0.9% | +7.2% | -8.1% | -1.8% |
| 3M | +3.9% | +10.9% | -7.0% | +2.4% |
| 6M | +14.5% | +34.6% | -20.0% | +9.9% |
| YTD | +12.9% | +59.0% | -46.0% | +5.9% |
| 1Y | +19.4% | +72.5% | -53.2% | +10.6% |
| 3Y | +78.5% | +124.1% | -45.6% | +61.0% |
| All | +78.5% | +126.7% | -48.2% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling