+31.0%
UL vs RPRX
+81.2%
-50.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | +4.5% | +17.9% | -13.4% | +2.0% |
| 3M | +6.5% | +19.2% | -12.8% | +3.7% |
| 6M | +18.2% | +31.7% | -13.5% | +13.5% |
| YTD | +4.7% | +82.5% | -77.8% | -3.8% |
| 1Y | +0.8% | +78.4% | -77.7% | -7.1% |
| 3Y | +35.9% | +177.0% | -141.1% | +17.8% |
| 5Y | +33.4% | +86.5% | -53.1% | +20.7% |
| All | +31.0% | +81.2% | -50.2% | +16.9% |
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