+89.8%
RPRX vs ALLY
-9.5%
+99.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +18.6% | +3.1% | +15.5% | +18.0% |
| 3M | +18.0% | -12.6% | +30.6% | +20.3% |
| 6M | +33.8% | -12.4% | +46.2% | +36.2% |
| YTD | +76.6% | -13.2% | +89.7% | +79.5% |
| 1Y | +68.2% | +1.8% | +66.4% | +66.8% |
| 3Y | +161.5% | +58.0% | +103.6% | +134.3% |
| All | +89.8% | -9.5% | +99.3% | +87.4% |
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