+77.1%
RPRX vs FDS
+15.2%
+61.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +3.4% | -5.0% | +8.3% | +4.1% |
| 30D | +20.8% | +13.8% | +7.0% | +18.5% |
| 3M | +21.6% | +14.8% | +6.8% | +18.9% |
| 6M | +36.5% | +47.4% | -10.8% | +27.9% |
| YTD | +80.4% | +14.2% | +66.3% | +76.2% |
| 1Y | +81.8% | +26.6% | +55.2% | +73.5% |
| 3Y | +170.9% | -24.4% | +195.3% | +186.6% |
| 5Y | +95.2% | -22.6% | +117.8% | +101.4% |
| All | +77.1% | +15.2% | +61.9% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling