+77.1%
RPRX vs M
+273.3%
-196.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.6% |
| 7D | +3.4% | +2.5% | +0.8% | +3.1% |
| 30D | +20.8% | +10.1% | +10.7% | +19.9% |
| 3M | +21.6% | -0.9% | +22.6% | +21.5% |
| 6M | +36.5% | +30.2% | +6.4% | +33.5% |
| YTD | +80.4% | +16.3% | +64.1% | +77.5% |
| 1Y | +81.8% | +27.0% | +54.8% | +77.6% |
| 3Y | +170.9% | +154.5% | +16.4% | +146.4% |
| 5Y | +95.2% | -1.1% | +96.3% | +85.7% |
| All | +77.1% | +273.3% | -196.2% | +61.1% |
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