+56.1%
RPRX vs CRL
+52.4%
+3.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -4.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +7.2% | +5.0% | +2.2% | +6.4% |
| 3M | +10.9% | +50.6% | -39.7% | +4.1% |
| 6M | +34.6% | +60.9% | -26.4% | +24.4% |
| YTD | +59.0% | +40.7% | +18.2% | +49.5% |
| 1Y | +72.5% | +73.3% | -0.8% | +56.3% |
| 3Y | +124.1% | +40.6% | +83.5% | +103.1% |
| 5Y | +75.9% | -37.0% | +112.9% | +88.2% |
| All | +56.1% | +52.4% | +3.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling