+16.9%
XLB vs RPRX
+77.4%
-60.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | +5.1% | -6.5% | -2.1% |
| 30D | -0.4% | +11.2% | -11.6% | -1.9% |
| 3M | +2.0% | +16.7% | -14.7% | -0.3% |
| 6M | +1.8% | +36.0% | -34.2% | -3.2% |
| YTD | +16.6% | +67.8% | -51.2% | +8.9% |
| 1Y | +16.9% | +76.7% | -59.8% | +9.2% |
| All | +16.9% | +77.4% | -60.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling