-9.7%
XYZ vs RPRX
+80.9%
-90.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.8% |
| 7D | +12.6% | +4.6% | +8.0% | +10.3% |
| 30D | +10.8% | +22.0% | -11.2% | +0.5% |
| 3M | +8.4% | +20.3% | -11.9% | -1.2% |
| 6M | +14.3% | +37.9% | -23.6% | -3.3% |
| YTD | +31.5% | +82.2% | -50.7% | -3.6% |
| 1Y | +28.1% | +83.7% | -55.6% | -6.7% |
| 3Y | +66.2% | +175.4% | -109.3% | -6.5% |
| 5Y | -62.3% | +87.7% | -150.1% | -72.4% |
| All | -9.7% | +80.9% | -90.6% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling