+56.1%
RPRX vs M
+233.1%
-177.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -5.1% |
| 7D | -2.8% | +2.4% | -5.1% | -2.9% |
| 30D | +7.2% | -11.6% | +18.8% | +8.1% |
| 3M | +10.9% | +1.6% | +9.3% | +10.6% |
| 6M | +34.6% | +25.2% | +9.3% | +32.0% |
| YTD | +59.0% | +3.8% | +55.2% | +57.8% |
| 1Y | +72.5% | +36.3% | +36.2% | +67.7% |
| 3Y | +124.1% | +116.3% | +7.7% | +106.4% |
| 5Y | +75.9% | +28.2% | +47.7% | +65.5% |
| All | +56.1% | +233.1% | -177.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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