+77.6%
RPRX vs REPL
+142.3%
-64.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | +2.1% | +9.8% | -7.7% | +2.0% |
| 30D | +21.9% | +81.5% | -59.6% | +21.3% |
| 3M | +16.9% | +44.2% | -27.3% | +16.5% |
| 6M | +34.5% | +437.4% | -402.9% | +31.2% |
| YTD | +80.9% | +126.1% | -45.2% | +76.3% |
| 1Y | +77.6% | +143.1% | -65.6% | +72.5% |
| All | +77.6% | +142.3% | -64.7% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling