+59.3%
USAR vs RPRX
+109.5%
-50.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -2.9% | -5.3% |
| 7D | -9.3% | -8.0% | -1.3% | -7.8% |
| 30D | -15.2% | +2.1% | -17.2% | -15.4% |
| 3M | -21.1% | +8.2% | -29.3% | -22.6% |
| 6M | -21.6% | +28.9% | -50.4% | -26.7% |
| YTD | +34.8% | +54.1% | -19.3% | +21.8% |
| 1Y | +15.6% | +65.5% | -49.9% | +2.6% |
| 3Y | +57.7% | +117.3% | -59.6% | +37.6% |
| All | +59.3% | +109.5% | -50.2% | +39.0% |
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