+2.9%
FXI vs RPRX
+66.6%
-63.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | +5.1% | -4.1% | +0.1% |
| 30D | -0.6% | +11.2% | -11.8% | -2.6% |
| 3M | +1.9% | +16.7% | -14.8% | -1.3% |
| 6M | -0.2% | +36.0% | -36.2% | -6.4% |
| YTD | -5.6% | +67.8% | -73.4% | -15.3% |
| 1Y | -4.7% | +76.7% | -81.4% | -15.6% |
| 3Y | +38.0% | +128.1% | -90.1% | +14.7% |
| 5Y | -2.7% | +82.9% | -85.5% | -15.7% |
| All | +2.9% | +66.6% | -63.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling