+79.1%
RPRX vs STLA
-36.4%
+115.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | +3.3% | -13.8% | +17.1% | +5.2% |
| 30D | +17.9% | -10.5% | +28.4% | +19.3% |
| 3M | +19.2% | -28.9% | +48.1% | +24.0% |
| 6M | +31.7% | -49.7% | +81.4% | +42.9% |
| YTD | +82.5% | -64.9% | +147.4% | +106.2% |
| 1Y | +78.4% | -64.0% | +142.5% | +100.5% |
| 3Y | +177.0% | -77.4% | +254.4% | +228.6% |
| 5Y | +86.5% | -74.4% | +160.9% | +110.8% |
| All | +79.1% | -36.4% | +115.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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