-73.3%
U vs RPRX
+86.5%
-159.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.8% |
| 7D | +2.6% | +3.3% | -0.8% | +0.6% |
| 30D | +27.6% | +17.9% | +9.7% | +15.6% |
| 3M | +15.3% | +19.2% | -3.9% | +2.7% |
| 6M | +96.4% | +31.7% | +64.7% | +61.9% |
| YTD | +19.6% | +82.5% | -62.9% | -23.5% |
| 1Y | +42.1% | +78.4% | -36.3% | -7.7% |
| 3Y | +87.5% | +177.0% | -89.4% | -22.4% |
| All | -73.3% | +86.5% | -159.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling