+349.2%
XME vs RPRX
+81.2%
+268.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +0.3% | +3.3% | -3.0% | -0.4% |
| 30D | -6.1% | +17.9% | -24.0% | -9.7% |
| 3M | -18.6% | +19.2% | -37.9% | -22.0% |
| 6M | -23.9% | +31.7% | -55.6% | -29.0% |
| YTD | -9.3% | +82.5% | -91.8% | -21.9% |
| 1Y | +1.8% | +78.4% | -76.7% | -11.8% |
| 3Y | +93.0% | +177.0% | -83.9% | +46.7% |
| 5Y | +107.0% | +86.5% | +20.5% | +75.9% |
| All | +349.2% | +81.2% | +268.0% | +276.2% |
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