-68.9%
XYZ vs RPRX
+83.4%
-152.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +5.1% | -6.1% | -3.7% |
| 30D | -1.7% | +11.2% | -12.9% | -7.6% |
| 3M | +16.7% | +16.7% | 0.0% | +6.2% |
| 6M | +26.9% | +36.0% | -9.1% | +4.9% |
| YTD | +27.1% | +67.8% | -40.7% | -7.6% |
| 1Y | +9.3% | +76.7% | -67.4% | -23.5% |
| 3Y | +42.3% | +128.1% | -85.8% | -19.1% |
| All | -68.9% | +83.4% | -152.3% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling