+79.1%
RPRX vs ALLE
+95.5%
-16.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +3.3% | +3.6% | -0.2% | +2.6% |
| 30D | +17.9% | +25.9% | -8.0% | +12.2% |
| 3M | +19.2% | +15.8% | +3.5% | +15.4% |
| 6M | +31.7% | +48.1% | -16.4% | +20.3% |
| YTD | +82.5% | +22.0% | +60.5% | +73.5% |
| 1Y | +78.4% | +18.0% | +60.4% | +71.0% |
| 3Y | +177.0% | +93.1% | +83.9% | +132.7% |
| 5Y | +86.5% | +52.1% | +34.4% | +63.0% |
| All | +79.1% | +95.5% | -16.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling