+348.9%
XOM vs RPRX
+52.7%
+296.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -8.4% | +12.5% | +5.1% |
| 30D | +4.6% | -0.6% | +5.2% | +4.6% |
| 3M | +14.0% | +6.4% | +7.5% | +13.0% |
| 6M | +11.0% | +26.6% | -15.6% | +7.7% |
| YTD | +40.7% | +53.8% | -13.1% | +33.1% |
| 1Y | +52.3% | +62.8% | -10.5% | +42.7% |
| 3Y | +60.5% | +118.0% | -57.6% | +43.1% |
| 5Y | +266.4% | +71.2% | +195.2% | +239.9% |
| All | +348.9% | +52.7% | +296.2% | +312.8% |
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