+177.0%
RPRX vs ALM
+909.2%
-732.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.8% |
| 7D | +3.3% | +1.2% | +2.1% | +3.3% |
| 30D | +17.9% | -19.3% | +37.2% | +17.9% |
| 3M | +19.2% | -40.6% | +59.9% | +19.4% |
| 6M | +31.7% | -57.9% | +89.6% | +32.2% |
| YTD | +82.5% | -6.7% | +89.2% | +82.0% |
| 1Y | +78.4% | +20.2% | +58.3% | +77.8% |
| 3Y | +177.0% | +879.4% | -702.5% | +170.1% |
| All | +177.0% | +909.2% | -732.3% | +170.1% |
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