+141.6%
FITB vs RPRX
+177.1%
-35.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.8% | +3.3% | -0.6% | +2.2% |
| 30D | +9.8% | +17.9% | -8.1% | +6.9% |
| 3M | -5.2% | +19.2% | -24.4% | -7.9% |
| 6M | +17.3% | +31.7% | -14.4% | +11.8% |
| YTD | +19.3% | +82.5% | -63.2% | +7.4% |
| 1Y | +32.7% | +78.4% | -45.7% | +19.9% |
| 3Y | +141.6% | +177.0% | -35.4% | +101.9% |
| All | +141.6% | +177.1% | -35.5% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling