+225.7%
XLE vs RPRX
+74.2%
+151.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +2.0% |
| 7D | 0.0% | -2.8% | +2.8% | +0.4% |
| 30D | +12.6% | +7.2% | +5.5% | +11.2% |
| 3M | +11.8% | +10.9% | +1.0% | +9.6% |
| 6M | +16.1% | +34.6% | -18.5% | +9.5% |
| YTD | +46.9% | +59.0% | -12.1% | +33.9% |
| 1Y | +53.3% | +72.5% | -19.3% | +36.9% |
| 3Y | +54.9% | +124.1% | -69.2% | +29.2% |
| 5Y | +225.7% | +75.9% | +149.8% | +196.8% |
| All | +225.7% | +74.2% | +151.5% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling