+64.8%
RPRX vs CAPR
+96.2%
-31.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +5.1% | -2.0% | +7.1% | +5.1% |
| 30D | +11.2% | +139.2% | -128.0% | +10.1% |
| 3M | +16.7% | -66.4% | +83.1% | +17.2% |
| 6M | +36.0% | -63.1% | +99.1% | +36.3% |
| YTD | +67.8% | -67.4% | +135.2% | +68.3% |
| 1Y | +76.7% | +58.2% | +18.4% | +69.8% |
| 3Y | +128.1% | +42.2% | +85.9% | +108.3% |
| 5Y | +82.9% | +87.3% | -4.4% | +59.4% |
| All | +64.8% | +96.2% | -31.5% | +27.1% |
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