+90.4%
RPRX vs IRE
-97.5%
+187.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.1% | -11.3% | +0.8% |
| 7D | +3.6% | -15.1% | +18.8% | +3.6% |
| 30D | +21.2% | -71.4% | +92.5% | +21.4% |
| 3M | +21.6% | -81.2% | +102.8% | +22.0% |
| 6M | +36.7% | -93.7% | +130.4% | +38.1% |
| YTD | +83.7% | -92.2% | +175.9% | +78.4% |
| 1Y | +83.2% | -97.3% | +180.4% | +86.1% |
| All | +90.4% | -97.5% | +187.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling