+35.9%
UL vs RPRX
+177.1%
-141.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | +4.5% | +17.9% | -13.4% | +1.3% |
| 3M | +6.5% | +19.2% | -12.8% | +3.0% |
| 6M | +18.2% | +31.7% | -13.5% | +12.5% |
| YTD | +4.7% | +82.5% | -77.8% | -5.5% |
| 1Y | +0.8% | +78.4% | -77.7% | -8.7% |
| 3Y | +35.9% | +177.0% | -141.1% | +14.7% |
| All | +35.9% | +177.1% | -141.2% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling