+50.2%
FE vs RPRX
+66.6%
-16.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.9% | +5.1% | -3.2% | +1.0% |
| 30D | -1.2% | +11.2% | -12.4% | -3.2% |
| 3M | +3.5% | +16.7% | -13.2% | +0.4% |
| 6M | -6.1% | +36.0% | -42.1% | -11.5% |
| YTD | +7.6% | +67.8% | -60.2% | -2.7% |
| 1Y | +11.9% | +76.7% | -64.8% | -0.1% |
| 3Y | +48.4% | +128.1% | -79.7% | +24.7% |
| 5Y | +44.8% | +82.9% | -38.1% | +26.9% |
| All | +50.2% | +66.6% | -16.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling