+73.4%
RPRX vs CAPR
+87.9%
-14.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.4% |
| 7D | +0.2% | +41.1% | -40.9% | -0.2% |
| 30D | +18.6% | +11.1% | +7.5% | +18.4% |
| 3M | +18.0% | +115.3% | -97.3% | +16.8% |
| 6M | +33.8% | -73.8% | +107.6% | +34.5% |
| YTD | +76.6% | -68.8% | +145.4% | +77.1% |
| 1Y | +68.2% | +43.3% | +24.9% | +62.2% |
| 3Y | +161.5% | +214.7% | -53.1% | +130.6% |
| 5Y | +91.4% | +141.3% | -49.9% | +64.1% |
| All | +73.4% | +87.9% | -14.5% | +33.7% |
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 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