-8.4%
FXI vs RPRX
+86.5%
-94.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.2% | +3.3% | -7.5% | -5.0% |
| 30D | -1.1% | +17.9% | -19.0% | -5.3% |
| 3M | -4.0% | +19.2% | -23.2% | -8.4% |
| 6M | -11.8% | +31.7% | -43.5% | -18.4% |
| YTD | -11.9% | +82.5% | -94.4% | -25.9% |
| 1Y | -16.1% | +78.4% | -94.6% | -29.0% |
| 3Y | +38.8% | +177.0% | -138.2% | +0.4% |
| All | -8.4% | +86.5% | -94.9% | -25.4% |
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