-26.6%
U vs RPRX
+90.8%
-117.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | +2.8% | +2.1% | +0.8% | +1.6% |
| 30D | +7.6% | +21.9% | -14.3% | -4.6% |
| 3M | +12.7% | +16.9% | -4.2% | +1.7% |
| 6M | +87.0% | +34.5% | +52.4% | +52.9% |
| YTD | +13.6% | +80.9% | -67.3% | -24.9% |
| 1Y | +25.3% | +77.6% | -52.3% | -16.3% |
| 3Y | +85.8% | +173.5% | -87.8% | -13.8% |
| 5Y | -74.5% | +84.9% | -159.4% | -82.9% |
| All | -26.6% | +90.8% | -117.4% | -52.7% |
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 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