+78.9%
RPRX vs REPL
+14.1%
+64.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.9% |
| 7D | +4.6% | +12.7% | -8.1% | +4.4% |
| 30D | +22.0% | +73.5% | -51.5% | +20.6% |
| 3M | +20.3% | +70.3% | -50.0% | +19.0% |
| 6M | +37.9% | +472.0% | -434.1% | +31.1% |
| YTD | +82.2% | +139.5% | -57.3% | +74.0% |
| 1Y | +83.7% | +167.3% | -83.6% | +75.0% |
| 3Y | +175.4% | +109.5% | +65.9% | +141.1% |
| 5Y | +87.7% | -29.9% | +117.7% | +70.3% |
| All | +78.9% | +14.1% | +64.8% | +51.4% |
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