+89.8%
RPRX vs BAH
+8.3%
+81.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | 0.0% |
| 7D | +0.2% | -3.5% | +3.7% | +0.5% |
| 30D | +18.6% | +24.3% | -5.7% | +16.4% |
| 3M | +18.0% | +16.3% | +1.7% | +16.4% |
| 6M | +33.8% | +13.6% | +20.2% | +31.9% |
| YTD | +76.6% | +3.5% | +73.1% | +74.6% |
| 1Y | +68.2% | +2.7% | +65.5% | +66.2% |
| 3Y | +161.5% | -26.6% | +188.1% | +160.3% |
| All | +89.8% | +8.3% | +81.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling