+154.4%
RPRX vs UMAC
+182.0%
-27.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +0.9% |
| 7D | +3.3% | -5.2% | +8.5% | +3.4% |
| 30D | +17.9% | -36.4% | +54.3% | +18.2% |
| 3M | +19.2% | -58.6% | +77.8% | +19.9% |
| 6M | +31.7% | -24.6% | +56.4% | +31.2% |
| YTD | +82.5% | -11.5% | +93.9% | +80.8% |
| 1Y | +78.4% | +16.9% | +61.6% | +76.1% |
| All | +154.4% | +182.0% | -27.6% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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