+161.5%
RPRX vs ALM
+825.4%
-663.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | +0.2% | -6.7% | +6.8% | +0.2% |
| 30D | +18.6% | -32.9% | +51.5% | +18.7% |
| 3M | +18.0% | -39.5% | +57.5% | +18.2% |
| 6M | +33.8% | -62.0% | +95.8% | +34.4% |
| YTD | +76.6% | -7.8% | +84.4% | +76.1% |
| 1Y | +68.2% | +26.7% | +41.6% | +67.6% |
| 3Y | +161.5% | +825.4% | -663.8% | +154.7% |
| All | +161.5% | +825.4% | -663.8% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling