+22.7%
USB vs RPRX
+93.1%
-70.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | +4.3% | +19.7% | -15.4% | -1.4% |
| 3M | -6.1% | +17.5% | -23.5% | -10.9% |
| 6M | +9.4% | +35.1% | -25.7% | -1.2% |
| YTD | +15.2% | +77.3% | -62.1% | -5.3% |
| 1Y | +32.8% | +70.4% | -37.7% | +10.5% |
| 3Y | +91.3% | +161.0% | -69.7% | +33.0% |
| 5Y | +22.7% | +92.2% | -69.5% | -1.4% |
| All | +22.7% | +93.1% | -70.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling