+23.2%
UL vs RPRX
+123.5%
-100.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.2% | -0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | +0.9% | +7.2% | -6.2% | -0.3% |
| 3M | +14.2% | +10.9% | +3.3% | +12.2% |
| 6M | -3.2% | +34.6% | -37.7% | -7.8% |
| YTD | -0.3% | +59.0% | -59.3% | -7.5% |
| 1Y | -8.8% | +72.5% | -81.3% | -16.5% |
| All | +23.2% | +123.5% | -100.3% | +6.7% |
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