-31.5%
XYL vs RPRX
+85.8%
-117.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.2% | +4.7% |
| 7D | +14.5% | +4.2% | +10.3% | +13.8% |
| 30D | -1.3% | +19.2% | -20.6% | -3.7% |
| 3M | -17.0% | +18.0% | -35.0% | -19.3% |
| 6M | -11.3% | +35.7% | -47.0% | -16.6% |
| YTD | -25.0% | +77.2% | -102.2% | -33.6% |
| 1Y | -31.5% | +82.0% | -113.6% | -39.7% |
| All | -31.5% | +85.8% | -117.4% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling