+83.9%
XLY vs RPRX
+52.7%
+31.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -8.4% | +6.7% | +0.2% |
| 30D | -4.2% | -0.6% | -3.6% | -4.1% |
| 3M | -2.7% | +6.4% | -9.1% | -4.4% |
| 6M | -0.6% | +26.6% | -27.2% | -6.4% |
| YTD | -5.0% | +53.8% | -58.8% | -14.7% |
| 1Y | -4.1% | +62.8% | -66.9% | -15.2% |
| 3Y | +33.6% | +118.0% | -84.4% | +8.7% |
| 5Y | +28.7% | +71.2% | -42.5% | +12.9% |
| All | +83.9% | +52.7% | +31.3% | +62.3% |
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