+64.8%
RPRX vs REPL
-26.3%
+91.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +5.1% | -3.0% | +8.1% | +5.2% |
| 30D | +11.2% | +27.1% | -15.9% | +10.7% |
| 3M | +16.7% | +52.4% | -35.7% | +14.9% |
| 6M | +36.0% | +107.4% | -71.5% | +30.3% |
| YTD | +67.8% | +54.7% | +13.1% | +61.7% |
| 1Y | +76.7% | +158.9% | -82.2% | +65.9% |
| 3Y | +128.1% | -23.7% | +151.8% | +109.7% |
| 5Y | +82.9% | -54.3% | +137.2% | +67.2% |
| All | +64.8% | -26.3% | +91.0% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling