+177.0%
RPRX vs BG
+6.5%
+170.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +3.3% | +2.6% | +0.8% | +3.0% |
| 30D | +17.9% | -6.7% | +24.6% | +18.8% |
| 3M | +19.2% | -9.3% | +28.5% | +20.2% |
| 6M | +31.7% | -18.3% | +50.1% | +34.5% |
| YTD | +82.5% | +16.2% | +66.3% | +75.2% |
| 1Y | +78.4% | +7.6% | +70.9% | +73.7% |
| 3Y | +177.0% | +6.6% | +170.4% | +165.0% |
| All | +177.0% | +6.5% | +170.5% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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