+82.0%
RPRX vs FDS
+31.1%
+50.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.7% |
| 7D | +4.2% | +9.4% | -5.2% | +4.0% |
| 30D | +19.2% | +23.8% | -4.5% | +18.7% |
| 3M | +18.0% | +25.1% | -7.1% | +17.5% |
| 6M | +35.7% | +53.8% | -18.1% | +35.9% |
| YTD | +77.2% | +19.6% | +57.7% | +74.9% |
| 1Y | +82.0% | +31.6% | +50.4% | +88.0% |
| All | +82.0% | +31.1% | +50.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling