+142.4%
XHB vs RPRX
+81.2%
+61.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.2% | +3.3% | -3.6% | -1.1% |
| 30D | +9.9% | +17.9% | -8.0% | +5.3% |
| 3M | -6.3% | +19.2% | -25.5% | -10.6% |
| 6M | +3.8% | +31.7% | -27.9% | -3.8% |
| YTD | +0.1% | +82.5% | -82.3% | -15.1% |
| 1Y | -0.8% | +78.4% | -79.3% | -15.4% |
| 3Y | +35.6% | +177.0% | -141.3% | +1.4% |
| 5Y | +29.6% | +86.5% | -56.9% | +7.7% |
| All | +142.4% | +81.2% | +61.2% | +98.6% |
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