+64.8%
RPRX vs ALC
+20.9%
+43.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +5.1% | -2.1% | +7.2% | +5.7% |
| 30D | +11.2% | -0.1% | +11.3% | +11.1% |
| 3M | +16.7% | +5.9% | +10.8% | +14.7% |
| 6M | +36.0% | -15.9% | +51.9% | +41.8% |
| YTD | +67.8% | -10.1% | +77.9% | +71.4% |
| 1Y | +76.7% | -10.2% | +86.9% | +80.2% |
| 3Y | +128.1% | -13.6% | +141.7% | +130.3% |
| 5Y | +82.9% | -15.1% | +98.0% | +81.9% |
| All | +64.8% | +20.9% | +43.9% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling