+124.1%
RPRX vs FHN
+134.1%
-10.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.2% |
| 7D | -2.8% | +2.7% | -5.4% | -3.0% |
| 30D | +7.2% | -3.1% | +10.3% | +7.4% |
| 3M | +10.9% | +2.3% | +8.5% | +10.6% |
| 6M | +34.6% | +9.7% | +24.8% | +33.2% |
| YTD | +59.0% | +4.7% | +54.2% | +57.9% |
| 1Y | +72.5% | +13.8% | +58.8% | +69.8% |
| 3Y | +124.1% | +131.6% | -7.5% | +93.7% |
| All | +124.1% | +134.1% | -10.0% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling