+64.8%
RPRX vs CRL
+56.6%
+8.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +5.1% | -1.0% | +6.1% | +5.3% |
| 30D | +11.2% | +10.7% | +0.5% | +9.5% |
| 3M | +16.7% | +55.3% | -38.6% | +9.0% |
| 6M | +36.0% | +60.7% | -24.7% | +25.7% |
| YTD | +67.8% | +44.6% | +23.2% | +57.1% |
| 1Y | +76.7% | +77.7% | -1.1% | +59.5% |
| 3Y | +128.1% | +37.6% | +90.5% | +107.9% |
| 5Y | +82.9% | -35.8% | +118.7% | +95.4% |
| All | +64.8% | +56.6% | +8.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling