+15.6%
XYL vs RPRX
+123.5%
-107.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | -10.8% | +4.9% | -15.8% | -11.9% |
| 3M | -2.5% | +9.4% | -11.9% | -4.7% |
| 6M | -12.2% | +33.3% | -45.5% | -18.0% |
| YTD | -20.1% | +59.0% | -79.0% | -28.4% |
| 1Y | -20.6% | +69.2% | -89.9% | -30.0% |
| All | +15.6% | +123.5% | -107.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling