+199.4%
UAL vs RPRX
+79.2%
+120.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.9% |
| 7D | +10.2% | +3.4% | +6.8% | +8.9% |
| 30D | +12.0% | +20.8% | -8.8% | +4.0% |
| 3M | -7.1% | +21.6% | -28.7% | -14.2% |
| 6M | +20.9% | +36.5% | -15.7% | +6.1% |
| YTD | +7.7% | +80.4% | -72.8% | -15.4% |
| 1Y | +23.6% | +81.8% | -58.2% | -3.2% |
| 3Y | +222.6% | +170.9% | +51.7% | +113.5% |
| 5Y | +127.9% | +95.2% | +32.8% | +72.5% |
| All | +199.4% | +79.2% | +120.2% | +125.9% |
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