+78.9%
RPRX vs ALLY
+110.5%
-31.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +4.6% | -0.7% | +5.3% | +4.7% |
| 30D | +22.0% | +1.1% | +20.9% | +21.7% |
| 3M | +20.3% | -13.2% | +33.5% | +22.7% |
| 6M | +37.9% | -13.5% | +51.4% | +40.5% |
| YTD | +82.2% | -14.3% | +96.5% | +85.5% |
| 1Y | +83.7% | -1.1% | +84.8% | +83.0% |
| 3Y | +175.4% | +62.0% | +113.4% | +147.5% |
| 5Y | +87.7% | -9.6% | +97.4% | +81.9% |
| All | +78.9% | +110.5% | -31.6% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling