+84.4%
RPRX vs RL
+238.1%
-153.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | +11.2% | -7.8% | +19.0% | +12.4% |
| 3M | +16.7% | -4.0% | +20.7% | +17.1% |
| 6M | +36.0% | -1.9% | +37.9% | +35.5% |
| YTD | +67.8% | -0.2% | +68.0% | +66.5% |
| 1Y | +76.7% | +10.7% | +66.0% | +72.4% |
| 3Y | +128.1% | +210.8% | -82.7% | +81.4% |
| All | +84.4% | +238.1% | -153.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling