-12.6%
XYZ vs RPRX
+66.6%
-79.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +5.1% | -6.1% | -3.4% |
| 30D | -1.7% | +11.2% | -12.9% | -6.8% |
| 3M | +16.7% | +16.7% | 0.0% | +7.7% |
| 6M | +26.9% | +36.0% | -9.1% | +7.9% |
| YTD | +27.1% | +67.8% | -40.7% | -2.8% |
| 1Y | +9.3% | +76.7% | -67.4% | -19.0% |
| 3Y | +42.3% | +128.1% | -85.8% | -10.7% |
| 5Y | -69.3% | +82.9% | -152.2% | -77.1% |
| All | -12.6% | +66.6% | -79.3% | -33.9% |
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