+110.1%
USB vs RPRX
+66.6%
+43.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +5.1% | -3.7% | +0.4% |
| 30D | -1.3% | +11.2% | -12.5% | -3.5% |
| 3M | +15.2% | +16.7% | -1.5% | +11.4% |
| 6M | +18.8% | +36.0% | -17.2% | +11.0% |
| YTD | +21.0% | +67.8% | -46.8% | +7.9% |
| 1Y | +34.0% | +76.7% | -42.7% | +17.8% |
| 3Y | +95.3% | +128.1% | -32.8% | +60.8% |
| 5Y | +40.4% | +82.9% | -42.5% | +21.1% |
| All | +110.1% | +66.6% | +43.5% | +81.1% |
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