+89.8%
RPRX vs REPL
-35.6%
+125.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | +0.2% | +22.8% | -22.6% | -0.2% |
| 30D | +18.6% | +63.8% | -45.2% | +17.5% |
| 3M | +18.0% | +68.1% | -50.1% | +16.9% |
| 6M | +33.8% | +528.5% | -494.7% | +27.7% |
| YTD | +76.6% | +122.4% | -45.9% | +69.8% |
| 1Y | +68.2% | +154.4% | -86.1% | +61.3% |
| 3Y | +161.5% | +68.0% | +93.6% | +132.7% |
| All | +89.8% | -35.6% | +125.4% | +71.9% |
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