+226.1%
TER vs RPRX
+80.9%
+145.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -8.9% | +4.6% | -13.5% | -10.1% |
| 30D | -39.1% | +22.0% | -61.1% | -42.9% |
| 3M | -32.8% | +20.3% | -53.0% | -37.0% |
| 6M | -31.7% | +37.9% | -69.6% | -39.8% |
| YTD | +26.9% | +82.2% | -55.3% | +1.3% |
| 1Y | +33.6% | +83.7% | -50.1% | +6.2% |
| 3Y | +181.5% | +175.4% | +6.1% | +90.3% |
| 5Y | +76.1% | +87.7% | -11.6% | +39.3% |
| All | +226.1% | +80.9% | +145.2% | +157.2% |
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