+64.8%
RPRX vs FDS
+6.5%
+58.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.6% |
| 7D | +5.1% | -1.9% | +7.0% | +5.4% |
| 30D | +11.2% | +9.0% | +2.2% | +9.7% |
| 3M | +16.7% | +18.9% | -2.1% | +13.3% |
| 6M | +36.0% | +35.1% | +0.9% | +28.8% |
| YTD | +67.8% | +5.5% | +62.3% | +66.1% |
| 1Y | +76.7% | -16.8% | +93.5% | +84.0% |
| 3Y | +128.1% | -28.1% | +156.2% | +142.6% |
| 5Y | +82.9% | -17.4% | +100.3% | +86.0% |
| All | +64.8% | +6.5% | +58.2% | +52.3% |
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