+56.1%
RPRX vs GAP
+124.6%
-68.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.3% |
| 7D | -4.0% | -3.2% | -0.8% | -3.8% |
| 30D | +4.9% | -0.7% | +5.6% | +4.9% |
| 3M | +9.4% | -0.5% | +9.8% | +9.2% |
| 6M | +33.3% | -5.0% | +38.3% | +33.1% |
| YTD | +59.0% | -14.7% | +73.6% | +59.7% |
| 1Y | +69.2% | -8.6% | +77.9% | +68.9% |
| 3Y | +124.1% | +108.4% | +15.7% | +104.6% |
| 5Y | +77.9% | +5.8% | +72.1% | +63.2% |
| All | +56.1% | +124.6% | -68.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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