+72.9%
XLU vs RPRX
+52.7%
+20.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -8.4% | +6.8% | -0.4% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -3.2% | +6.4% | -9.6% | -4.2% |
| 6M | -7.0% | +26.6% | -33.5% | -10.3% |
| YTD | +0.6% | +53.8% | -53.1% | -5.8% |
| 1Y | +2.4% | +62.8% | -60.4% | -5.1% |
| 3Y | +46.3% | +118.0% | -71.8% | +28.8% |
| 5Y | +44.0% | +71.2% | -27.2% | +31.3% |
| All | +72.9% | +52.7% | +20.2% | +57.6% |
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