+80.3%
RPRX vs COO
-15.9%
+96.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +3.6% | -2.3% | +5.9% | +4.2% |
| 30D | +21.2% | +13.3% | +7.9% | +17.4% |
| 3M | +21.6% | -18.1% | +39.7% | +27.3% |
| 6M | +36.7% | +6.7% | +30.0% | +33.5% |
| YTD | +83.7% | -23.2% | +106.9% | +94.7% |
| 1Y | +83.2% | -12.3% | +95.5% | +87.5% |
| 3Y | +177.7% | -23.6% | +201.2% | +186.1% |
| 5Y | +95.8% | -38.7% | +134.5% | +113.0% |
| All | +80.3% | -15.9% | +96.2% | +77.0% |
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