+161.0%
XLF vs RPRX
+52.7%
+108.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -8.4% | +6.9% | +0.1% |
| 30D | -1.2% | -0.6% | -0.5% | -1.1% |
| 3M | +9.2% | +6.4% | +2.7% | +7.7% |
| 6M | +16.3% | +26.6% | -10.3% | +11.0% |
| YTD | +5.4% | +53.8% | -48.3% | -3.2% |
| 1Y | +7.6% | +62.8% | -55.2% | -2.5% |
| 3Y | +74.2% | +118.0% | -43.8% | +48.0% |
| 5Y | +66.1% | +71.2% | -5.1% | +49.1% |
| All | +161.0% | +52.7% | +108.3% | +133.7% |
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 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