+161.2%
XLF vs RPRX
+57.8%
+103.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.7% |
| 30D | -0.5% | +7.2% | -7.7% | -1.8% |
| 3M | +10.6% | +10.9% | -0.2% | +8.4% |
| 6M | +14.3% | +34.6% | -20.3% | +7.8% |
| YTD | +5.5% | +59.0% | -53.4% | -3.7% |
| 1Y | +9.6% | +72.5% | -63.0% | -1.8% |
| 3Y | +75.2% | +124.1% | -48.9% | +48.1% |
| 5Y | +65.5% | +75.9% | -10.4% | +47.7% |
| All | +161.2% | +57.8% | +103.4% | +132.4% |
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