+89.8%
RPRX vs FDS
-22.8%
+112.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 3M | +18.0% | +19.9% | -1.9% | +14.9% |
| 6M | +33.8% | +56.2% | -22.3% | +24.9% |
| YTD | +76.6% | +14.6% | +62.0% | +73.4% |
| 1Y | +68.2% | +31.6% | +36.6% | +60.1% |
| 3Y | +161.5% | -23.8% | +185.4% | +178.8% |
| All | +89.8% | -22.8% | +112.6% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling