-19.1%
TE vs RPRX
+123.5%
-142.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +15.0% | -4.0% | +19.0% | +15.4% |
| 30D | -7.5% | +4.9% | -12.5% | -8.3% |
| 3M | -42.0% | +9.4% | -51.3% | -43.2% |
| 6M | -31.4% | +33.3% | -64.7% | -38.0% |
| YTD | -26.5% | +59.0% | -85.5% | -38.1% |
| 1Y | +153.1% | +69.2% | +83.9% | +107.0% |
| All | -19.1% | +123.5% | -142.6% | -43.1% |
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 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