+89.8%
RPRX vs ALC
-11.2%
+101.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +0.2% | +4.9% | -4.7% | -1.0% |
| 30D | +18.6% | +19.0% | -0.4% | +13.6% |
| 3M | +18.0% | +7.8% | +10.2% | +15.7% |
| 6M | +33.8% | +14.6% | +19.2% | +29.0% |
| YTD | +76.6% | -4.4% | +81.0% | +77.0% |
| 1Y | +68.2% | +1.4% | +66.8% | +66.1% |
| 3Y | +161.5% | +2.5% | +159.0% | +151.4% |
| All | +89.8% | -11.2% | +101.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling