+287.5%
XLE vs RPRX
+79.2%
+208.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -7.9% | +3.4% | -11.3% | -8.4% |
| 30D | -4.8% | +20.8% | -25.6% | -7.5% |
| 3M | +8.4% | +21.6% | -13.3% | +5.1% |
| 6M | +12.7% | +36.5% | -23.9% | +7.1% |
| YTD | +41.3% | +80.4% | -39.1% | +28.0% |
| 1Y | +42.3% | +81.8% | -39.5% | +28.8% |
| 3Y | +65.1% | +170.9% | -105.8% | +37.8% |
| 5Y | +150.2% | +95.2% | +55.0% | +122.0% |
| All | +287.5% | +79.2% | +208.3% | +238.8% |
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