+89.8%
RPRX vs M
-11.5%
+101.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | 0.0% |
| 7D | +0.2% | -4.3% | +4.5% | +0.5% |
| 30D | +18.6% | +1.3% | +17.3% | +18.4% |
| 3M | +18.0% | -7.4% | +25.4% | +18.6% |
| 6M | +33.8% | +18.3% | +15.5% | +31.4% |
| YTD | +76.6% | +7.6% | +69.0% | +74.4% |
| 1Y | +68.2% | +17.4% | +50.8% | +64.8% |
| 3Y | +161.5% | +108.4% | +53.2% | +137.1% |
| All | +89.8% | -11.5% | +101.3% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling