-22.6%
FPS vs RPRX
+57.2%
-79.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.1% | -16.8% |
| 7D | -23.3% | +4.2% | -27.6% | -22.4% |
| 30D | -42.4% | +19.2% | -61.7% | -41.0% |
| 3M | -43.0% | +18.0% | -61.1% | -42.0% |
| 6M | -44.5% | +35.7% | -80.2% | -50.3% |
| All | -22.6% | +57.2% | -79.8% | -39.2% |
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