+89.8%
RPRX vs ALLE
+49.9%
+39.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.2% | -0.6% | +0.7% | +0.3% |
| 30D | +18.6% | +25.3% | -6.8% | +12.8% |
| 3M | +18.0% | +10.3% | +7.7% | +15.3% |
| 6M | +33.8% | +38.0% | -4.2% | +24.0% |
| YTD | +76.6% | +17.8% | +58.8% | +69.2% |
| 1Y | +68.2% | +13.6% | +54.6% | +62.5% |
| 3Y | +161.5% | +89.2% | +72.3% | +118.5% |
| All | +89.8% | +49.9% | +39.9% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling