+56.1%
RPRX vs FDS
+1.9%
+54.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -4.6% |
| 7D | -2.8% | -5.4% | +2.6% | -2.0% |
| 30D | +7.2% | +1.6% | +5.6% | +6.8% |
| 3M | +10.9% | +17.7% | -6.9% | +7.8% |
| 6M | +34.6% | +29.1% | +5.5% | +28.3% |
| YTD | +59.0% | +1.0% | +58.0% | +58.4% |
| 1Y | +72.5% | -21.6% | +94.2% | +81.5% |
| 3Y | +124.1% | -30.1% | +154.2% | +138.9% |
| 5Y | +75.9% | -20.7% | +96.7% | +80.0% |
| All | +56.1% | +1.9% | +54.1% | +45.2% |
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