+161.5%
RPRX vs ALC
+2.3%
+159.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.2% | +4.9% | -4.7% | -0.8% |
| 30D | +18.6% | +19.0% | -0.4% | +14.5% |
| 3M | +18.0% | +7.8% | +10.2% | +16.0% |
| 6M | +33.8% | +14.6% | +19.2% | +29.9% |
| YTD | +76.6% | -4.4% | +81.0% | +76.7% |
| 1Y | +68.2% | +1.4% | +66.8% | +66.4% |
| 3Y | +161.5% | +2.5% | +159.0% | +154.0% |
| All | +161.5% | +2.3% | +159.3% | +154.0% |
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 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