+78.5%
RPRX vs ALM
+844.0%
-765.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.3% |
| 7D | +3.0% | +1.2% | +1.8% | +2.9% |
| 30D | +17.5% | -19.3% | +36.8% | +17.9% |
| 3M | +18.8% | -40.6% | +59.5% | +19.9% |
| 6M | +31.3% | -57.9% | +89.2% | +33.1% |
| YTD | +81.8% | -6.7% | +88.5% | +80.1% |
| 1Y | +77.8% | +20.2% | +57.7% | +74.9% |
| 3Y | +176.0% | +879.4% | -703.4% | +147.2% |
| 5Y | +85.8% | +415.3% | -329.4% | +67.6% |
| All | +78.5% | +844.0% | -765.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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