+161.5%
RPRX vs ARMK
+91.9%
+69.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.9% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | +18.6% | -5.2% | +23.8% | +19.1% |
| 3M | +18.0% | -6.5% | +24.5% | +18.6% |
| 6M | +33.8% | +15.3% | +18.6% | +30.5% |
| YTD | +76.6% | +43.6% | +33.0% | +66.8% |
| 1Y | +68.2% | +42.1% | +26.2% | +59.1% |
| 3Y | +161.5% | +94.0% | +67.5% | +141.3% |
| All | +161.5% | +91.9% | +69.6% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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