+47.2%
T vs RPRX
+82.4%
-35.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.0% | +3.6% | -1.7% | +1.5% |
| 30D | -1.0% | +21.2% | -22.2% | -3.5% |
| 3M | -8.1% | +21.6% | -29.7% | -10.5% |
| 6M | -8.3% | +36.7% | -45.0% | -12.1% |
| YTD | -6.1% | +83.7% | -89.8% | -13.8% |
| 1Y | -7.4% | +83.2% | -90.6% | -14.9% |
| 3Y | +65.4% | +177.7% | -112.2% | +42.5% |
| 5Y | +57.6% | +95.8% | -38.1% | +42.0% |
| All | +47.2% | +82.4% | -35.2% | +31.7% |
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