+72.5%
RPRX vs ALM
+347.8%
-275.2%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.8% | -14.1% | -5.1% |
| 7D | -2.8% | +8.4% | -11.2% | -2.6% |
| 30D | +7.2% | +34.8% | -27.7% | +7.6% |
| 3M | +10.9% | +16.2% | -5.3% | +11.4% |
| 6M | +34.6% | +2.1% | +32.4% | +34.7% |
| YTD | +59.0% | +117.0% | -58.1% | +63.7% |
| 1Y | +72.5% | +313.9% | -241.3% | +85.3% |
| All | +72.5% | +347.8% | -275.2% | +85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling