-51.3%
Z vs RPRX
+79.7%
-131.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -4.9% | +2.1% | -7.0% | -5.6% |
| 30D | +3.0% | +21.9% | -19.0% | -4.3% |
| 3M | -13.4% | +16.9% | -30.3% | -18.2% |
| 6M | -27.3% | +34.5% | -61.9% | -35.1% |
| YTD | -57.8% | +80.9% | -138.7% | -66.6% |
| 1Y | -60.0% | +77.6% | -137.6% | -68.1% |
| 3Y | -21.5% | +173.5% | -195.1% | -48.9% |
| 5Y | -55.0% | +84.9% | -139.9% | -64.8% |
| All | -51.3% | +79.7% | -131.0% | -62.2% |
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