+122.5%
XRT vs RPRX
+66.6%
+55.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.8% | +5.1% | -4.3% | -0.6% |
| 30D | -4.2% | +11.2% | -15.4% | -7.0% |
| 3M | +5.1% | +16.7% | -11.6% | +0.5% |
| 6M | +2.4% | +36.0% | -33.6% | -6.4% |
| YTD | +3.2% | +67.8% | -64.6% | -11.2% |
| 1Y | +1.5% | +76.7% | -75.2% | -14.2% |
| 3Y | +40.6% | +128.1% | -87.6% | +8.5% |
| 5Y | -1.0% | +82.9% | -83.9% | -17.5% |
| All | +122.5% | +66.6% | +55.9% | +85.2% |
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 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