+161.5%
RPRX vs CRL
+86.4%
+75.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.2% |
| 7D | +0.2% | -6.1% | +6.3% | +0.7% |
| 30D | +18.6% | +12.4% | +6.2% | +16.8% |
| 3M | +18.0% | +27.1% | -9.1% | +14.7% |
| 6M | +33.8% | +85.7% | -51.9% | +24.8% |
| YTD | +76.6% | +69.2% | +7.4% | +65.4% |
| 1Y | +68.2% | +97.5% | -29.3% | +55.0% |
| 3Y | +161.5% | +86.1% | +75.4% | +141.6% |
| All | +161.5% | +86.4% | +75.1% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling