+73.4%
RPRX vs ALK
-3.9%
+77.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | +9.0% | -8.9% | -1.0% |
| 30D | +18.6% | -1.6% | +20.2% | +18.6% |
| 3M | +18.0% | -23.2% | +41.2% | +21.5% |
| 6M | +33.8% | -3.9% | +37.7% | +33.0% |
| YTD | +76.6% | -22.6% | +99.2% | +79.2% |
| 1Y | +68.2% | -5.3% | +73.6% | +65.9% |
| 3Y | +161.5% | +18.6% | +143.0% | +140.2% |
| 5Y | +91.4% | -34.4% | +125.8% | +89.4% |
| All | +73.4% | -3.9% | +77.2% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling