+67.7%
USAR vs RPRX
+123.5%
-55.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.4% | -4.0% | -0.4% | -3.7% |
| 30D | -10.4% | +4.9% | -15.3% | -11.2% |
| 3M | -18.4% | +9.4% | -27.7% | -20.1% |
| 6M | -8.8% | +33.3% | -42.1% | -15.5% |
| YTD | +43.4% | +59.0% | -15.6% | +28.4% |
| 1Y | +21.0% | +69.2% | -48.2% | +6.6% |
| All | +67.7% | +123.5% | -55.7% | +44.7% |
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