+104.2%
USB vs RPRX
+76.0%
+28.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +2.4% | +4.2% | -1.8% | +1.5% |
| 30D | +6.6% | +19.2% | -12.7% | +2.7% |
| 3M | -4.1% | +18.0% | -22.1% | -7.5% |
| 6M | +12.5% | +35.7% | -23.2% | +5.1% |
| YTD | +17.6% | +77.2% | -59.6% | +3.6% |
| 1Y | +36.5% | +82.0% | -45.5% | +19.3% |
| 3Y | +95.4% | +161.0% | -65.6% | +56.3% |
| 5Y | +26.1% | +91.9% | -65.8% | +7.6% |
| All | +104.2% | +76.0% | +28.2% | +73.9% |
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