-38.4%
U vs RPRX
+62.5%
-101.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.7% |
| 7D | 0.0% | -8.0% | +8.0% | +4.9% |
| 30D | -4.1% | +2.1% | -6.2% | -5.8% |
| 3M | +57.8% | +8.2% | +49.6% | +48.3% |
| 6M | +103.5% | +28.9% | +74.6% | +70.0% |
| YTD | -4.8% | +54.1% | -58.9% | -30.4% |
| 1Y | -2.4% | +65.5% | -67.9% | -32.4% |
| 3Y | +11.7% | +117.3% | -105.6% | -39.2% |
| 5Y | -68.9% | +71.6% | -140.5% | -78.0% |
| All | -38.4% | +62.5% | -101.0% | -56.2% |
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 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