+64.8%
RPRX vs GAP
+135.9%
-71.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +5.1% | -4.5% | +9.6% | +5.4% |
| 30D | +11.2% | +9.0% | +2.2% | +10.5% |
| 3M | +16.7% | +5.0% | +11.7% | +16.2% |
| 6M | +36.0% | -17.8% | +53.8% | +37.1% |
| YTD | +67.8% | -10.4% | +78.2% | +68.1% |
| 1Y | +76.7% | -3.4% | +80.1% | +75.7% |
| 3Y | +128.1% | +111.5% | +16.6% | +108.2% |
| 5Y | +82.9% | +8.8% | +74.1% | +67.5% |
| All | +64.8% | +135.9% | -71.1% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling