+20.9%
XLB vs RPRX
+80.1%
-59.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.3% |
| 3M | 0.0% | +16.9% | -16.9% | -3.0% |
| 6M | +1.2% | +34.5% | -33.3% | -5.8% |
| YTD | +16.9% | +80.9% | -64.1% | -2.1% |
| 1Y | +20.9% | +77.6% | -56.7% | +2.1% |
| All | +20.9% | +80.1% | -59.2% | +2.1% |
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