+71.6%
RPRX vs BR
+7.7%
+63.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -8.0% | -6.0% | -2.1% | -6.9% |
| 30D | +2.1% | -0.9% | +2.9% | +2.2% |
| 3M | +8.2% | +16.4% | -8.2% | +4.7% |
| 6M | +28.9% | -8.2% | +37.1% | +31.0% |
| YTD | +54.1% | -23.2% | +77.4% | +63.2% |
| 1Y | +65.5% | -30.9% | +96.5% | +80.2% |
| 3Y | +117.3% | -5.0% | +122.3% | +112.6% |
| 5Y | +71.6% | +8.8% | +62.8% | +50.5% |
| All | +71.6% | +7.7% | +63.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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