+71.6%
RPRX vs BG
+88.4%
-16.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -8.0% | +3.7% | -11.8% | -8.5% |
| 30D | +2.1% | +12.3% | -10.3% | +0.3% |
| 3M | +8.2% | -2.2% | +10.4% | +8.3% |
| 6M | +28.9% | +5.3% | +23.6% | +27.3% |
| YTD | +54.1% | +42.4% | +11.7% | +44.8% |
| 1Y | +65.5% | +55.2% | +10.3% | +53.0% |
| 3Y | +117.3% | +21.0% | +96.3% | +106.4% |
| 5Y | +71.6% | +87.1% | -15.5% | +53.8% |
| All | +71.6% | +88.4% | -16.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling