+80.3%
RPRX vs ALLY
+113.9%
-33.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +3.6% | -2.8% | +6.4% | +4.0% |
| 30D | +21.2% | +1.9% | +19.3% | +20.8% |
| 3M | +21.6% | -12.1% | +33.8% | +23.9% |
| 6M | +36.7% | -9.0% | +45.7% | +38.3% |
| YTD | +83.7% | -12.9% | +96.6% | +86.6% |
| 1Y | +83.2% | -0.1% | +83.3% | +82.2% |
| 3Y | +177.7% | +64.6% | +113.1% | +148.9% |
| 5Y | +95.8% | -10.1% | +105.9% | +89.8% |
| All | +80.3% | +113.9% | -33.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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