+44.0%
XEL vs RPRX
+57.8%
-13.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.9% | -4.0% | +4.9% | +1.4% |
| 30D | -0.9% | +4.9% | -5.8% | -1.6% |
| 3M | -1.4% | +9.4% | -10.8% | -2.7% |
| 6M | -5.8% | +33.3% | -39.1% | -9.5% |
| YTD | +4.7% | +59.0% | -54.3% | -1.9% |
| 1Y | +9.1% | +69.2% | -60.2% | +1.2% |
| 3Y | +47.8% | +124.1% | -76.2% | +31.3% |
| 5Y | +29.0% | +77.9% | -48.8% | +18.3% |
| All | +44.0% | +57.8% | -13.8% | +31.6% |
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