+84.4%
RPRX vs ALLY
+1.6%
+82.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +5.1% | +3.7% | +1.4% | +4.5% |
| 30D | +11.2% | -2.3% | +13.5% | +11.6% |
| 3M | +16.7% | +3.8% | +12.9% | +15.9% |
| 6M | +36.0% | +9.7% | +26.3% | +33.7% |
| YTD | +67.8% | -1.4% | +69.2% | +67.4% |
| 1Y | +76.7% | +8.2% | +68.5% | +73.4% |
| 3Y | +128.1% | +66.5% | +61.6% | +103.0% |
| All | +84.4% | +1.6% | +82.8% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling