+440.8%
TSLA vs RPRX
+66.6%
+374.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | +5.1% | -3.6% | -0.2% |
| 30D | +10.1% | +11.2% | -1.1% | +6.2% |
| 3M | -15.4% | +16.7% | -32.1% | -20.2% |
| 6M | -12.8% | +36.0% | -48.8% | -22.1% |
| YTD | -21.3% | +67.8% | -89.1% | -34.9% |
| 1Y | +4.6% | +76.7% | -72.1% | -15.4% |
| 3Y | +44.5% | +128.1% | -83.6% | +4.8% |
| 5Y | +44.8% | +82.9% | -38.1% | +17.2% |
| All | +440.8% | +66.6% | +374.2% | +347.0% |
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