+64.8%
RPRX vs M
+242.0%
-177.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +5.1% | +4.7% | +0.4% | +4.8% |
| 30D | +11.2% | -9.6% | +20.8% | +12.0% |
| 3M | +16.7% | +0.9% | +15.9% | +16.4% |
| 6M | +36.0% | +22.3% | +13.7% | +33.6% |
| YTD | +67.8% | +6.5% | +61.3% | +66.3% |
| 1Y | +76.7% | +38.8% | +37.9% | +71.5% |
| 3Y | +128.1% | +115.9% | +12.2% | +110.1% |
| 5Y | +82.9% | +28.6% | +54.2% | +71.9% |
| All | +64.8% | +242.0% | -177.2% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling