+1,942.6%
STX vs RPRX
+53.1%
+1,889.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -2.1% |
| 7D | +8.0% | -8.0% | +16.0% | +9.6% |
| 30D | +5.1% | +2.1% | +3.0% | +4.4% |
| 3M | +5.8% | +8.2% | -2.4% | +3.3% |
| 6M | +124.9% | +28.9% | +96.1% | +110.7% |
| YTD | +213.9% | +54.1% | +159.8% | +181.9% |
| 1Y | +350.4% | +65.5% | +284.9% | +298.2% |
| 3Y | +1,314.2% | +117.3% | +1,196.9% | +1,071.5% |
| 5Y | +1,092.8% | +71.6% | +1,021.2% | +947.4% |
| All | +1,942.6% | +53.1% | +1,889.5% | +1,693.0% |
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 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