+56.1%
RPRX vs REPL
-27.6%
+83.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.2% |
| 7D | -2.8% | -5.7% | +3.0% | -2.7% |
| 30D | +7.2% | +22.5% | -15.3% | +6.7% |
| 3M | +10.9% | +64.7% | -53.8% | +9.0% |
| 6M | +34.6% | +83.0% | -48.5% | +29.3% |
| YTD | +59.0% | +52.0% | +7.0% | +53.3% |
| 1Y | +72.5% | +144.5% | -72.0% | +62.3% |
| 3Y | +124.1% | -25.1% | +149.2% | +106.0% |
| 5Y | +75.9% | -52.9% | +128.8% | +60.6% |
| All | +56.1% | -27.6% | +83.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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