+167.3%
XLI vs RPRX
+52.7%
+114.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | -8.4% | +6.7% | -0.1% |
| 30D | -7.3% | -0.6% | -6.6% | -7.2% |
| 3M | -1.3% | +6.4% | -7.8% | -2.7% |
| 6M | +2.2% | +26.6% | -24.4% | -2.5% |
| YTD | +11.7% | +53.8% | -42.1% | +2.8% |
| 1Y | +14.3% | +62.8% | -48.5% | +3.8% |
| 3Y | +70.3% | +118.0% | -47.7% | +45.4% |
| 5Y | +82.3% | +71.2% | +11.1% | +63.6% |
| All | +167.3% | +52.7% | +114.6% | +138.9% |
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