+77.1%
RPRX vs RL
+469.8%
-392.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.4% |
| 7D | +3.4% | +0.2% | +3.1% | +3.3% |
| 30D | +20.8% | +7.3% | +13.5% | +19.6% |
| 3M | +21.6% | +1.0% | +20.6% | +21.3% |
| 6M | +36.5% | +11.8% | +24.8% | +33.9% |
| YTD | +80.4% | +13.6% | +66.8% | +76.0% |
| 1Y | +81.8% | +24.0% | +57.8% | +75.1% |
| 3Y | +170.9% | +256.6% | -85.7% | +118.8% |
| 5Y | +95.2% | +240.2% | -145.0% | +55.0% |
| All | +77.1% | +469.8% | -392.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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