-9.8%
XYZ vs RPRX
+75.3%
-85.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +12.1% | +0.2% | +12.0% | +12.1% |
| 30D | +12.4% | +18.6% | -6.2% | +3.4% |
| 3M | +8.2% | +18.0% | -9.8% | -0.5% |
| 6M | +20.7% | +33.8% | -13.1% | +3.6% |
| YTD | +31.3% | +76.6% | -45.2% | -2.2% |
| 1Y | +20.5% | +68.2% | -47.7% | -8.1% |
| 3Y | +72.6% | +161.5% | -88.9% | -0.1% |
| 5Y | -64.0% | +91.4% | -155.4% | -73.7% |
| All | -9.8% | +75.3% | -85.1% | -33.5% |
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 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