+85.9%
RPRX vs ALK
-30.3%
+116.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +21.9% | +3.3% | +18.6% | +21.2% |
| 3M | +16.9% | -17.6% | +34.5% | +19.3% |
| 6M | +34.5% | +0.8% | +33.7% | +32.8% |
| YTD | +80.9% | -22.4% | +103.3% | +83.5% |
| 1Y | +77.6% | -10.1% | +87.7% | +76.2% |
| 3Y | +173.5% | +14.0% | +159.6% | +149.4% |
| All | +85.9% | -30.3% | +116.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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