+216.1%
FITB vs RPRX
+66.6%
+149.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | +5.1% | -4.5% | -0.6% |
| 30D | -4.7% | +11.2% | -15.9% | -7.3% |
| 3M | +6.7% | +16.7% | -10.0% | +2.5% |
| 6M | +12.6% | +36.0% | -23.4% | +3.9% |
| YTD | +19.1% | +67.8% | -48.7% | +4.3% |
| 1Y | +22.6% | +76.7% | -54.1% | +5.7% |
| 3Y | +127.1% | +128.1% | -1.0% | +81.3% |
| 5Y | +71.8% | +82.9% | -11.1% | +46.0% |
| All | +216.1% | +66.6% | +149.4% | +168.5% |
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