+49.2%
FE vs RPRX
+57.8%
-8.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | -2.1% | +7.2% | -9.3% | -3.5% |
| 3M | +2.6% | +10.9% | -8.3% | +0.5% |
| 6M | -6.8% | +34.6% | -41.3% | -12.0% |
| YTD | +6.9% | +59.0% | -52.1% | -2.4% |
| 1Y | +11.6% | +72.5% | -61.0% | 0.0% |
| 3Y | +47.7% | +124.1% | -76.4% | +24.4% |
| 5Y | +46.2% | +75.9% | -29.7% | +29.1% |
| All | +49.2% | +57.8% | -8.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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