+56.1%
RPRX vs ALC
+18.5%
+37.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.7% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | +7.2% | -3.7% | +10.9% | +8.2% |
| 3M | +10.9% | +4.6% | +6.3% | +9.4% |
| 6M | +34.6% | -14.6% | +49.2% | +39.7% |
| YTD | +59.0% | -11.9% | +70.8% | +63.3% |
| 1Y | +72.5% | -13.1% | +85.7% | +77.6% |
| 3Y | +124.1% | -15.0% | +139.1% | +127.3% |
| 5Y | +75.9% | -16.2% | +92.1% | +75.5% |
| All | +56.1% | +18.5% | +37.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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