+161.5%
RPRX vs FDS
-23.2%
+184.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +18.6% | +20.2% | -1.6% | +17.1% |
| 3M | +18.0% | +19.9% | -1.9% | +16.5% |
| 6M | +33.8% | +56.2% | -22.3% | +29.9% |
| YTD | +76.6% | +14.6% | +62.0% | +76.1% |
| 1Y | +68.2% | +31.6% | +36.6% | +64.9% |
| 3Y | +161.5% | -23.8% | +185.4% | +177.5% |
| All | +161.5% | -23.2% | +184.7% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling