+75.2%
XLU vs RPRX
+57.8%
+17.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -4.0% | +4.6% | +1.2% |
| 30D | -0.4% | +4.9% | -5.4% | -1.2% |
| 3M | -1.7% | +9.4% | -11.1% | -3.1% |
| 6M | -7.1% | +33.3% | -40.4% | -11.1% |
| YTD | +1.9% | +59.0% | -57.0% | -5.0% |
| 1Y | +6.1% | +69.2% | -63.1% | -2.2% |
| 3Y | +48.8% | +124.1% | -75.3% | +30.5% |
| 5Y | +43.8% | +77.9% | -34.1% | +30.5% |
| All | +75.2% | +57.8% | +17.3% | +58.9% |
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 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