-48.2%
W vs RPRX
+66.6%
-114.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | +5.1% | -9.3% | -6.9% |
| 30D | -7.6% | +11.2% | -18.8% | -13.0% |
| 3M | +37.2% | +16.7% | +20.4% | +25.0% |
| 6M | +26.3% | +36.0% | -9.7% | +5.1% |
| YTD | -1.0% | +67.8% | -68.8% | -27.5% |
| 1Y | +20.1% | +76.7% | -56.6% | -16.1% |
| 3Y | +37.8% | +128.1% | -90.3% | -19.5% |
| 5Y | -63.7% | +82.9% | -146.5% | -74.2% |
| All | -48.2% | +66.6% | -114.8% | -62.5% |
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