+169.2%
UAL vs RPRX
+57.8%
+111.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -0.7% |
| 7D | +3.5% | -2.8% | +6.2% | +4.6% |
| 30D | -16.5% | +7.2% | -23.6% | -18.9% |
| 3M | +2.8% | +10.9% | -8.1% | -1.8% |
| 6M | +17.6% | +34.6% | -17.0% | +3.9% |
| YTD | -3.2% | +59.0% | -62.2% | -20.0% |
| 1Y | +0.4% | +72.5% | -72.1% | -19.9% |
| 3Y | +128.2% | +124.1% | +4.1% | +62.8% |
| 5Y | +137.7% | +75.9% | +61.8% | +87.8% |
| All | +169.2% | +57.8% | +111.3% | +113.6% |
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