+80.3%
RPRX vs CAPR
+134.2%
-53.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.7% | +0.5% |
| 7D | +3.6% | +25.8% | -22.2% | +3.3% |
| 30D | +21.2% | +50.2% | -29.0% | +20.6% |
| 3M | +21.6% | +185.5% | -163.9% | +20.0% |
| 6M | +36.7% | -64.8% | +101.5% | +37.0% |
| YTD | +83.7% | -61.1% | +144.8% | +83.7% |
| 1Y | +83.2% | +81.0% | +2.2% | +76.1% |
| 3Y | +177.7% | +300.7% | -123.0% | +143.9% |
| 5Y | +95.8% | +223.3% | -127.6% | +66.7% |
| All | +80.3% | +134.2% | -53.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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