+56.1%
RPRX vs MKTX
-65.2%
+121.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.2% | -5.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | +7.2% | +1.0% | +6.2% | +7.0% |
| 3M | +10.9% | +41.3% | -30.4% | +6.1% |
| 6M | +34.6% | -11.3% | +45.9% | +36.3% |
| YTD | +59.0% | -8.6% | +67.5% | +60.3% |
| 1Y | +72.5% | -11.1% | +83.6% | +74.5% |
| 3Y | +124.1% | -24.5% | +148.6% | +128.0% |
| 5Y | +75.9% | -61.4% | +137.3% | +95.1% |
| All | +56.1% | -65.2% | +121.3% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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