+130.6%
FROG vs RPRX
+74.2%
+56.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +1.0% |
| 7D | -5.5% | -2.8% | -2.7% | -4.6% |
| 30D | -3.1% | +7.2% | -10.3% | -5.9% |
| 3M | +1.2% | +10.9% | -9.7% | -3.5% |
| 6M | +113.7% | +34.6% | +79.1% | +87.6% |
| YTD | +38.9% | +59.0% | -20.1% | +13.0% |
| 1Y | +72.0% | +72.5% | -0.5% | +32.0% |
| 3Y | +217.1% | +124.1% | +93.0% | +108.0% |
| 5Y | +130.6% | +75.9% | +54.7% | +76.4% |
| All | +130.6% | +74.2% | +56.4% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling