+449.6%
XME vs RPRX
+53.1%
+396.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.0% |
| 7D | -3.0% | -8.0% | +5.0% | -1.2% |
| 30D | -2.6% | +2.1% | -4.7% | -3.1% |
| 3M | +2.2% | +8.2% | -6.0% | 0.0% |
| 6M | +0.7% | +28.9% | -28.2% | -5.7% |
| YTD | +10.9% | +54.1% | -43.2% | -0.5% |
| 1Y | +35.7% | +65.5% | -29.8% | +19.2% |
| 3Y | +127.1% | +117.3% | +9.8% | +83.4% |
| 5Y | +168.5% | +71.6% | +96.9% | +133.5% |
| All | +449.6% | +53.1% | +396.6% | +379.1% |
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