+81.4%
RPRX vs JAAA
+29.3%
+52.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +11.2% | +0.5% | +10.7% | +10.9% |
| 3M | +16.7% | +1.3% | +15.4% | +16.0% |
| 6M | +36.0% | +2.7% | +33.3% | +34.3% |
| YTD | +67.8% | +3.2% | +64.6% | +65.4% |
| 1Y | +76.7% | +4.9% | +71.8% | +73.1% |
| 3Y | +128.1% | +19.0% | +109.1% | +125.2% |
| 5Y | +82.9% | +26.8% | +56.1% | +79.6% |
| All | +81.4% | +29.3% | +52.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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