+64.8%
RPRX vs BWA
+138.4%
-73.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.3% |
| 7D | +5.1% | +5.7% | -0.6% | +4.2% |
| 30D | +11.2% | +1.4% | +9.8% | +10.8% |
| 3M | +16.7% | -12.1% | +28.8% | +18.8% |
| 6M | +36.0% | +28.6% | +7.4% | +29.5% |
| YTD | +67.8% | +51.1% | +16.7% | +54.0% |
| 1Y | +76.7% | +55.9% | +20.8% | +61.1% |
| 3Y | +128.1% | +70.1% | +58.0% | +101.6% |
| 5Y | +82.9% | +90.7% | -7.8% | +54.3% |
| All | +64.8% | +138.4% | -73.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling