+121.6%
RPRX vs UMAC
+508.0%
-386.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | -4.0% | +3.3% | -7.3% | -4.0% |
| 30D | +4.9% | -10.4% | +15.3% | +5.0% |
| 3M | +9.4% | +1.8% | +7.6% | +9.2% |
| 6M | +33.3% | +40.7% | -7.4% | +32.0% |
| YTD | +59.0% | +90.9% | -31.9% | +56.7% |
| 1Y | +69.2% | +151.8% | -82.5% | +65.9% |
| All | +121.6% | +508.0% | -386.4% | +105.3% |
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