+87.5%
RPRX vs REPL
-35.0%
+122.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.3% | +1.2% | +2.1% | +3.3% |
| 30D | +17.9% | +92.2% | -74.3% | +16.6% |
| 3M | +19.2% | +44.1% | -24.9% | +18.4% |
| 6M | +31.7% | +313.0% | -281.3% | +26.8% |
| YTD | +82.5% | +125.2% | -42.7% | +75.4% |
| 1Y | +78.4% | +143.8% | -65.3% | +71.2% |
| 3Y | +177.0% | +104.2% | +72.8% | +141.7% |
| All | +87.5% | -35.0% | +122.4% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling