+8.1%
FPS vs RPRX
+48.8%
-40.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +3.1% | +5.1% | -2.0% | +1.9% |
| 30D | -18.6% | +11.2% | -29.7% | -20.6% |
| 3M | -51.5% | +16.7% | -68.2% | -54.2% |
| 6M | -8.5% | +36.0% | -44.5% | -25.0% |
| All | +8.1% | +48.8% | -40.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling