-1.5%
FXI vs RPRX
+53.1%
-54.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | 0.0% |
| 7D | -2.8% | -8.0% | +5.2% | -1.2% |
| 30D | -3.7% | +2.1% | -5.7% | -4.1% |
| 3M | -0.4% | +8.2% | -8.6% | -2.1% |
| 6M | -5.4% | +28.9% | -34.3% | -10.4% |
| YTD | -9.6% | +54.1% | -63.8% | -17.6% |
| 1Y | -11.9% | +65.5% | -77.5% | -21.0% |
| 3Y | +37.8% | +117.3% | -79.4% | +15.6% |
| 5Y | -7.0% | +71.6% | -78.6% | -18.3% |
| All | -1.5% | +53.1% | -54.6% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling