+68.0%
RPRX vs BAM
+86.2%
-18.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +0.2% | +9.7% | -9.5% | -0.8% |
| 30D | +18.6% | +19.0% | -0.4% | +16.5% |
| 3M | +18.0% | +0.6% | +17.5% | +17.8% |
| 6M | +33.8% | +11.1% | +22.7% | +32.1% |
| YTD | +76.6% | +4.2% | +72.4% | +74.9% |
| 1Y | +68.2% | +3.3% | +64.9% | +66.7% |
| 3Y | +161.5% | +88.8% | +72.8% | +130.0% |
| All | +68.0% | +86.2% | -18.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling