+64.8%
RPRX vs ALM
+1,917.8%
-1,853.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +5.1% | -2.6% | +7.7% | +5.2% |
| 30D | +11.2% | +32.0% | -20.8% | +10.5% |
| 3M | +16.7% | -15.0% | +31.8% | +16.9% |
| 6M | +36.0% | -10.1% | +46.1% | +35.6% |
| YTD | +67.8% | +99.4% | -31.6% | +63.8% |
| 1Y | +76.7% | +316.4% | -239.7% | +68.4% |
| 3Y | +128.1% | +2,022.0% | -1,893.9% | +100.5% |
| 5Y | +82.9% | +941.2% | -858.3% | +62.8% |
| All | +64.8% | +1,917.8% | -1,853.0% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling