+593.5%
VLO vs RPRX
+82.4%
+511.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -0.4% | +3.6% | -4.1% | -1.0% |
| 30D | -16.6% | +21.2% | -37.7% | -19.0% |
| 3M | +12.3% | +21.6% | -9.3% | +8.7% |
| 6M | +47.8% | +36.7% | +11.2% | +40.2% |
| YTD | +126.7% | +83.7% | +43.1% | +103.6% |
| 1Y | +105.4% | +83.2% | +22.2% | +84.5% |
| 3Y | +222.0% | +177.7% | +44.3% | +165.1% |
| 5Y | +449.8% | +95.8% | +354.1% | +386.9% |
| All | +593.5% | +82.4% | +511.1% | +500.3% |
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