+26.0%
UL vs RPRX
+66.6%
-40.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.3% | +5.1% | -6.4% | -2.0% |
| 30D | +0.5% | +11.2% | -10.7% | -1.0% |
| 3M | +17.6% | +16.7% | +0.9% | +15.1% |
| 6M | -5.4% | +36.0% | -41.4% | -9.3% |
| YTD | +0.7% | +67.8% | -67.1% | -6.2% |
| 1Y | -9.3% | +76.7% | -86.0% | -16.2% |
| 3Y | +24.5% | +128.1% | -103.6% | +10.7% |
| 5Y | +23.2% | +82.9% | -59.7% | +12.4% |
| All | +26.0% | +66.6% | -40.6% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling