+77.7%
RPRX vs FDS
+17.0%
+60.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | +2.1% | -2.6% | +4.6% | +2.4% |
| 30D | +21.9% | +14.1% | +7.9% | +19.5% |
| 3M | +16.9% | +19.8% | -2.8% | +13.6% |
| 6M | +34.5% | +55.0% | -20.4% | +25.0% |
| YTD | +80.9% | +15.9% | +65.1% | +76.4% |
| 1Y | +77.6% | +24.2% | +53.4% | +70.3% |
| 3Y | +173.5% | -24.0% | +197.6% | +189.6% |
| 5Y | +84.9% | -23.3% | +108.3% | +91.3% |
| All | +77.7% | +17.0% | +60.7% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling