+75.4%
XYL vs RPRX
+57.8%
+17.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.3% | +8.2% | +4.1% |
| 7D | +1.8% | -2.8% | +4.6% | +2.3% |
| 30D | -9.2% | +7.2% | -16.4% | -10.7% |
| 3M | -0.3% | +10.9% | -11.2% | -2.7% |
| 6M | -11.0% | +34.6% | -45.5% | -16.9% |
| YTD | -19.2% | +59.0% | -78.2% | -27.4% |
| 1Y | -21.2% | +72.5% | -93.7% | -30.7% |
| 3Y | +18.6% | +124.1% | -105.5% | -2.7% |
| 5Y | -14.3% | +75.9% | -90.2% | -25.4% |
| All | +75.4% | +57.8% | +17.5% | +54.2% |
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