+296.4%
XLE vs RPRX
+82.4%
+214.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -0.2% | +3.6% | -3.9% | -0.8% |
| 30D | -4.0% | +21.2% | -25.2% | -6.8% |
| 3M | +4.6% | +21.6% | -17.0% | +1.4% |
| 6M | +12.3% | +36.7% | -24.4% | +6.8% |
| YTD | +44.5% | +83.7% | -39.1% | +30.6% |
| 1Y | +42.4% | +83.2% | -40.8% | +28.8% |
| 3Y | +67.0% | +177.7% | -110.6% | +38.9% |
| 5Y | +161.9% | +95.8% | +66.1% | +132.3% |
| All | +296.4% | +82.4% | +214.0% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling