+215.2%
FITB vs RPRX
+52.7%
+162.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.3% | -8.4% | +8.1% | +1.8% |
| 30D | -5.7% | -0.6% | -5.0% | -5.7% |
| 3M | +3.2% | +6.4% | -3.3% | +1.3% |
| 6M | +23.4% | +26.6% | -3.2% | +15.9% |
| YTD | +18.8% | +53.8% | -35.0% | +6.1% |
| 1Y | +25.0% | +62.8% | -37.8% | +9.8% |
| 3Y | +131.2% | +118.0% | +13.2% | +86.3% |
| 5Y | +70.7% | +71.2% | -0.5% | +47.7% |
| All | +215.2% | +52.7% | +162.5% | +173.4% |
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