-40.4%
W vs RPRX
+82.4%
-122.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -7.4% | +3.6% | -11.0% | -9.2% |
| 30D | +7.8% | +21.2% | -13.4% | -3.2% |
| 3M | +10.9% | +21.6% | -10.8% | -0.8% |
| 6M | +86.4% | +36.7% | +49.7% | +54.8% |
| YTD | +14.0% | +83.7% | -69.7% | -20.8% |
| 1Y | +3.5% | +83.2% | -79.7% | -28.0% |
| 3Y | +164.8% | +177.7% | -12.9% | +37.2% |
| 5Y | -53.1% | +95.8% | -148.9% | -68.0% |
| All | -40.4% | +82.4% | -122.8% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling