+55.6%
TOST vs RPRX
+137.9%
-82.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +5.1% | -8.5% | -4.4% |
| 30D | -2.4% | +11.2% | -13.6% | -4.6% |
| 3M | +34.6% | +16.7% | +17.9% | +30.0% |
| 6M | +15.2% | +36.0% | -20.8% | +7.1% |
| YTD | -4.4% | +67.8% | -72.2% | -16.0% |
| 1Y | -17.4% | +76.7% | -94.1% | -28.5% |
| All | +55.6% | +137.9% | -82.3% | +22.8% |
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