+75.9%
RPRX vs FDS
-20.4%
+96.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -4.7% |
| 7D | -2.8% | -5.4% | +2.6% | -2.0% |
| 30D | +7.2% | +1.6% | +5.6% | +6.9% |
| 3M | +10.9% | +17.7% | -6.9% | +8.0% |
| 6M | +34.6% | +29.1% | +5.5% | +28.8% |
| YTD | +59.0% | +1.0% | +58.0% | +59.0% |
| 1Y | +72.5% | -21.6% | +94.2% | +83.0% |
| 3Y | +124.1% | -30.1% | +154.2% | +140.4% |
| 5Y | +75.9% | -20.7% | +96.7% | +84.1% |
| All | +75.9% | -20.4% | +96.3% | +84.1% |
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