-15.5%
XYZ vs RPRX
+57.8%
-73.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -0.6% |
| 7D | +2.9% | -2.8% | +5.6% | +4.3% |
| 30D | +1.4% | +7.2% | -5.8% | -2.1% |
| 3M | +14.6% | +10.9% | +3.7% | +8.4% |
| 6M | +20.8% | +34.6% | -13.8% | +3.3% |
| YTD | +23.1% | +59.0% | -35.9% | -3.5% |
| 1Y | +5.6% | +72.5% | -66.9% | -20.9% |
| 3Y | +50.9% | +124.1% | -73.2% | -5.0% |
| 5Y | -68.6% | +75.9% | -144.5% | -76.1% |
| All | -15.5% | +57.8% | -73.3% | -34.4% |
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