+64.8%
RPRX vs ALLE
+59.4%
+5.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | +11.2% | -6.8% | +18.0% | +12.8% |
| 3M | +16.7% | +21.0% | -4.3% | +11.5% |
| 6M | +36.0% | +1.1% | +34.9% | +35.2% |
| YTD | +67.8% | -0.5% | +68.3% | +66.9% |
| 1Y | +76.7% | -7.3% | +83.9% | +78.5% |
| 3Y | +128.1% | +42.3% | +85.9% | +105.6% |
| 5Y | +82.9% | +13.5% | +69.4% | +70.2% |
| All | +64.8% | +59.4% | +5.3% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling