+142.7%
TOST vs RPRX
+174.8%
-32.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -4.7% | +2.1% | -6.7% | -5.0% |
| 30D | +8.5% | +21.9% | -13.4% | +4.8% |
| 3M | -1.6% | +16.9% | -18.5% | -4.3% |
| 6M | +44.1% | +34.5% | +9.6% | +36.5% |
| YTD | -5.6% | +80.9% | -86.6% | -16.3% |
| 1Y | -12.6% | +77.6% | -90.2% | -22.2% |
| All | +142.7% | +174.8% | -32.0% | +98.9% |
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