+916.5%
TPR vs RPRX
+82.4%
+834.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +6.4% | +3.6% | +2.8% | +5.4% |
| 30D | +13.8% | +21.2% | -7.4% | +8.3% |
| 3M | -16.6% | +21.6% | -38.3% | -20.8% |
| 6M | +0.7% | +36.7% | -36.0% | -7.2% |
| YTD | +5.3% | +83.7% | -78.3% | -9.5% |
| 1Y | +32.4% | +83.2% | -50.8% | +13.7% |
| 3Y | +406.4% | +177.7% | +228.7% | +289.9% |
| 5Y | +227.9% | +95.8% | +132.1% | +175.6% |
| All | +916.5% | +82.4% | +834.1% | +737.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling