+26.4%
USB vs RPRX
+93.9%
-67.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | +0.8% | +3.4% | -2.6% | -0.3% |
| 30D | +6.8% | +20.8% | -14.0% | +0.7% |
| 3M | -3.8% | +21.6% | -25.4% | -9.7% |
| 6M | +11.7% | +36.5% | -24.8% | +0.6% |
| YTD | +17.5% | +80.4% | -62.9% | -3.9% |
| 1Y | +33.8% | +81.8% | -48.0% | +9.0% |
| 3Y | +104.2% | +170.9% | -66.6% | +39.8% |
| 5Y | +26.4% | +95.2% | -68.8% | +1.2% |
| All | +26.4% | +93.9% | -67.5% | +1.2% |
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