+177.0%
RPRX vs RL
+250.5%
-73.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.3% | +2.6% | +0.8% | +3.1% |
| 30D | +17.9% | +2.9% | +15.0% | +17.6% |
| 3M | +19.2% | 0.0% | +19.2% | +19.1% |
| 6M | +31.7% | +17.1% | +14.6% | +29.6% |
| YTD | +82.5% | +10.1% | +72.3% | +80.0% |
| 1Y | +78.4% | +17.3% | +61.1% | +75.2% |
| 3Y | +177.0% | +249.3% | -72.4% | +171.1% |
| All | +177.0% | +250.5% | -73.6% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling