+64.8%
RPRX vs COO
-7.0%
+71.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +5.1% | -2.2% | +7.3% | +5.7% |
| 30D | +11.2% | -7.0% | +18.2% | +13.2% |
| 3M | +16.7% | +12.2% | +4.5% | +13.1% |
| 6M | +36.0% | -15.1% | +51.1% | +41.2% |
| YTD | +67.8% | -15.1% | +82.9% | +74.2% |
| 1Y | +76.7% | +2.3% | +74.4% | +74.3% |
| 3Y | +128.1% | -23.7% | +151.8% | +137.4% |
| 5Y | +82.9% | -38.9% | +121.8% | +101.3% |
| All | +64.8% | -7.0% | +71.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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