-64.8%
Z vs RPRX
+83.4%
-148.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -3.0% | +5.1% | -8.1% | -5.0% |
| 30D | -4.2% | +11.2% | -15.4% | -8.3% |
| 3M | -3.7% | +16.7% | -20.4% | -9.8% |
| 6M | -24.5% | +36.0% | -60.5% | -34.1% |
| YTD | -49.3% | +67.8% | -117.1% | -59.9% |
| 1Y | -58.7% | +76.7% | -135.4% | -68.4% |
| 3Y | -34.1% | +128.1% | -162.3% | -56.5% |
| All | -64.8% | +83.4% | -148.3% | -72.1% |
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