-54.4%
FPS vs RPRX
+32.3%
-86.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +6.7% |
| 7D | -24.5% | +0.2% | -24.7% | -24.2% |
| 30D | -52.1% | +18.6% | -70.6% | -47.8% |
| 3M | -48.4% | +18.0% | -66.4% | -43.9% |
| 6M | -54.4% | +33.8% | -88.2% | -58.9% |
| All | -54.4% | +32.3% | -86.7% | -58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling