+504.0%
STX vs RPRX
+89.2%
+414.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.2% | +9.8% |
| 7D | -1.0% | +3.6% | -4.6% | -1.7% |
| 30D | -26.8% | +21.2% | -47.9% | -30.0% |
| 3M | -32.7% | +21.6% | -54.3% | -36.0% |
| 6M | -33.7% | +36.7% | -70.4% | -39.9% |
| YTD | +101.0% | +83.7% | +17.3% | +65.1% |
| 1Y | +92.7% | +83.2% | +9.5% | +58.4% |
| 3Y | +708.7% | +177.7% | +531.0% | +471.4% |
| 5Y | +504.0% | +95.8% | +408.2% | +407.5% |
| All | +504.0% | +89.2% | +414.8% | +407.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling