+69.2%
RPRX vs FHN
+13.3%
+55.9%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +4.9% | -2.6% | +7.5% | +5.1% |
| 3M | +9.4% | 0.0% | +9.3% | +9.1% |
| 6M | +33.3% | +9.2% | +24.1% | +31.7% |
| YTD | +59.0% | +4.3% | +54.6% | +57.3% |
| 1Y | +69.2% | +10.8% | +58.5% | +65.9% |
| All | +69.2% | +13.3% | +55.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling