+177.0%
RPRX vs CAPR
+239.1%
-62.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.8% | +0.9% |
| 7D | +3.3% | +5.9% | -2.6% | +3.3% |
| 30D | +17.9% | +44.6% | -26.7% | +17.7% |
| 3M | +19.2% | +126.4% | -107.1% | +18.8% |
| 6M | +31.7% | -68.6% | +100.3% | +31.8% |
| YTD | +82.5% | -67.0% | +149.4% | +82.5% |
| 1Y | +78.4% | +65.2% | +13.3% | +75.8% |
| 3Y | +177.0% | +235.6% | -58.6% | +164.2% |
| All | +177.0% | +239.1% | -62.2% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling