+139.3%
RPRX vs ALC
-13.4%
+152.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +5.1% | -2.1% | +7.2% | +5.5% |
| 30D | +11.2% | -0.1% | +11.3% | +11.1% |
| 3M | +16.7% | +5.9% | +10.8% | +15.2% |
| 6M | +36.0% | -15.9% | +51.9% | +40.2% |
| YTD | +67.8% | -10.1% | +77.9% | +70.4% |
| 1Y | +76.7% | -10.2% | +86.9% | +79.2% |
| All | +139.3% | -13.4% | +152.6% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling