+139.3%
RPRX vs ALM
+2,118.4%
-1,979.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +5.1% | -2.6% | +7.7% | +5.1% |
| 30D | +11.2% | +32.0% | -20.8% | +10.9% |
| 3M | +16.7% | -15.0% | +31.8% | +16.9% |
| 6M | +36.0% | -10.1% | +46.1% | +35.7% |
| YTD | +67.8% | +99.4% | -31.6% | +65.7% |
| 1Y | +76.7% | +316.4% | -239.7% | +71.7% |
| All | +139.3% | +2,118.4% | -1,979.2% | +113.7% |
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