-23.6%
FPS vs RPRX
+60.5%
-84.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.4% | -10.1% |
| 7D | +21.6% | +2.1% | +19.6% | +22.1% |
| 30D | -38.8% | +21.9% | -60.7% | -37.0% |
| 3M | -42.1% | +16.9% | -59.1% | -40.4% |
| 6M | -48.5% | +34.5% | -83.0% | -52.6% |
| All | -23.6% | +60.5% | -84.1% | -39.8% |
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