-23.9%
FLUT vs RPRX
+66.6%
-90.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +5.1% | -6.8% | -2.5% |
| 30D | +7.7% | +11.2% | -3.5% | +5.6% |
| 3M | -0.7% | +16.7% | -17.4% | -3.7% |
| 6M | -11.2% | +36.0% | -47.1% | -16.4% |
| YTD | -53.4% | +67.8% | -121.2% | -58.1% |
| 1Y | -65.8% | +76.7% | -142.5% | -69.7% |
| 3Y | -44.9% | +128.1% | -173.0% | -54.6% |
| 5Y | -49.7% | +82.9% | -132.6% | -55.6% |
| All | -23.9% | +66.6% | -90.5% | -32.7% |
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