+79.1%
RPRX vs ALC
+27.1%
+52.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | 0.0% |
| 7D | +3.3% | -1.1% | +4.4% | +3.6% |
| 30D | +17.9% | +16.0% | +1.8% | +13.1% |
| 3M | +19.2% | +0.8% | +18.4% | +18.7% |
| 6M | +31.7% | +16.8% | +14.9% | +25.8% |
| YTD | +82.5% | -5.5% | +88.0% | +83.6% |
| 1Y | +78.4% | -5.3% | +83.7% | +79.3% |
| 3Y | +177.0% | +4.1% | +172.9% | +163.3% |
| 5Y | +86.5% | -7.1% | +93.5% | +80.7% |
| All | +79.1% | +27.1% | +52.1% | +48.5% |
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