+77.1%
RPRX vs CAPR
+105.6%
-28.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.3% | +2.1% |
| 7D | +3.4% | +36.0% | -32.7% | +3.0% |
| 30D | +20.8% | +25.8% | -5.0% | +20.5% |
| 3M | +21.6% | +140.8% | -119.2% | +20.3% |
| 6M | +36.5% | -67.6% | +104.1% | +37.0% |
| YTD | +80.4% | -65.9% | +146.3% | +80.8% |
| 1Y | +81.8% | +66.1% | +15.7% | +74.7% |
| 3Y | +170.9% | +256.9% | -86.0% | +138.2% |
| 5Y | +95.2% | +172.1% | -76.9% | +66.9% |
| All | +77.1% | +105.6% | -28.5% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling