-56.3%
Z vs RPRX
+91.5%
-147.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.6% | +0.2% | -4.7% | -4.6% |
| 30D | +8.3% | +18.6% | -10.2% | +0.8% |
| 3M | -11.6% | +18.0% | -29.6% | -17.5% |
| 6M | -33.6% | +33.8% | -67.5% | -41.6% |
| YTD | -56.7% | +76.6% | -133.3% | -66.6% |
| 1Y | -59.1% | +68.2% | -127.4% | -67.9% |
| 3Y | -20.4% | +161.5% | -181.9% | -52.1% |
| All | -56.3% | +91.5% | -147.8% | -65.8% |
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