+136.2%
XRT vs RPRX
+79.2%
+57.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | +2.5% | +3.4% | -0.9% | +1.6% |
| 30D | +10.3% | +20.8% | -10.5% | +4.8% |
| 3M | +2.4% | +21.6% | -19.3% | -3.1% |
| 6M | +10.0% | +36.5% | -26.6% | +0.5% |
| YTD | +9.5% | +80.4% | -70.9% | -7.6% |
| 1Y | +17.2% | +81.8% | -64.6% | -1.5% |
| 3Y | +62.0% | +170.9% | -108.9% | +18.7% |
| 5Y | -2.1% | +95.2% | -97.3% | -19.8% |
| All | +136.2% | +79.2% | +57.1% | +92.6% |
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