+30.0%
XHB vs RPRX
+86.5%
-56.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.2% | +3.3% | -3.6% | -1.4% |
| 30D | +9.9% | +17.9% | -8.0% | +3.8% |
| 3M | -6.3% | +19.2% | -25.5% | -12.0% |
| 6M | +3.8% | +31.7% | -27.9% | -6.3% |
| YTD | +0.1% | +82.5% | -82.3% | -20.1% |
| 1Y | -0.8% | +78.4% | -79.3% | -20.2% |
| 3Y | +35.6% | +177.0% | -141.3% | -11.0% |
| All | +30.0% | +86.5% | -56.4% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling