-48.7%
Z vs RPRX
+76.0%
-124.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.7% | -10.7% |
| 7D | -2.3% | +2.5% | -4.7% | -3.1% |
| 30D | +9.4% | +19.7% | -10.4% | +2.3% |
| 3M | -16.1% | +17.5% | -33.6% | -20.9% |
| 6M | -30.4% | +35.1% | -65.5% | -38.0% |
| YTD | -55.6% | +77.3% | -132.9% | -64.6% |
| 1Y | -58.5% | +70.4% | -128.9% | -66.4% |
| 3Y | -19.6% | +161.0% | -180.6% | -46.6% |
| 5Y | -54.1% | +92.2% | -146.3% | -64.5% |
| All | -48.7% | +76.0% | -124.8% | -59.9% |
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