+109.4%
XLB vs RPRX
+79.7%
+29.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | 0.0% | +2.1% | -2.1% | -0.4% |
| 30D | +5.3% | +21.9% | -16.7% | +1.1% |
| 3M | 0.0% | +16.9% | -16.9% | -3.2% |
| 6M | +1.2% | +34.5% | -33.3% | -5.0% |
| YTD | +16.9% | +80.9% | -64.1% | +3.1% |
| 1Y | +20.9% | +77.6% | -56.7% | +7.0% |
| 3Y | +43.3% | +173.5% | -130.2% | +14.7% |
| 5Y | +28.3% | +84.9% | -56.6% | +11.0% |
| All | +109.4% | +79.7% | +29.7% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling