+56.1%
RPRX vs RL
+395.0%
-339.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.1% | -5.1% |
| 7D | -2.8% | +1.9% | -4.7% | -3.0% |
| 30D | +7.2% | -12.2% | +19.4% | +9.0% |
| 3M | +10.9% | -6.6% | +17.5% | +11.6% |
| 6M | +34.6% | +3.2% | +31.4% | +33.3% |
| YTD | +59.0% | -1.3% | +60.3% | +58.1% |
| 1Y | +72.5% | +13.6% | +58.9% | +68.2% |
| 3Y | +124.1% | +210.9% | -86.8% | +84.5% |
| 5Y | +75.9% | +246.9% | -170.9% | +40.0% |
| All | +56.1% | +395.0% | -339.0% | +18.1% |
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