+56.1%
RPRX vs ACM
+65.7%
-9.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +7.2% | -12.9% | +20.1% | +9.6% |
| 3M | +10.9% | -6.4% | +17.3% | +11.7% |
| 6M | +34.6% | -29.2% | +63.8% | +43.0% |
| YTD | +59.0% | -29.9% | +88.9% | +68.4% |
| 1Y | +72.5% | -47.3% | +119.8% | +94.3% |
| 3Y | +124.1% | -19.6% | +143.7% | +123.8% |
| 5Y | +75.9% | +5.5% | +70.4% | +63.2% |
| All | +56.1% | +65.7% | -9.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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