-48.1%
Z vs RPRX
+79.2%
-127.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | -5.2% | +3.4% | -8.5% | -6.3% |
| 30D | +5.7% | +20.8% | -15.1% | -1.4% |
| 3M | -8.7% | +21.6% | -30.4% | -15.1% |
| 6M | -26.0% | +36.5% | -62.5% | -34.2% |
| YTD | -55.0% | +80.4% | -135.5% | -64.4% |
| 1Y | -58.0% | +81.8% | -139.8% | -66.8% |
| 3Y | -15.2% | +170.9% | -186.0% | -44.5% |
| 5Y | -53.8% | +95.2% | -149.0% | -64.5% |
| All | -48.1% | +79.2% | -127.3% | -59.7% |
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