+40.5%
W vs RPRX
+126.7%
-86.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.5% |
| 7D | +6.5% | -2.8% | +9.3% | +7.5% |
| 30D | -6.2% | +7.2% | -13.4% | -8.8% |
| 3M | +48.9% | +10.9% | +38.0% | +42.5% |
| 6M | +31.2% | +34.6% | -3.4% | +15.4% |
| YTD | -0.4% | +59.0% | -59.4% | -18.8% |
| 1Y | +14.8% | +72.5% | -57.7% | -11.4% |
| 3Y | +40.5% | +124.1% | -83.6% | -9.9% |
| All | +40.5% | +126.7% | -86.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling