+78.9%
RPRX vs FIVE
+121.7%
-42.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +7.3% | -2.7% | +3.7% |
| 30D | +22.0% | +18.1% | +3.9% | +19.7% |
| 3M | +20.3% | +7.7% | +12.6% | +19.1% |
| 6M | +37.9% | +13.6% | +24.3% | +35.2% |
| YTD | +82.2% | +34.6% | +47.6% | +74.8% |
| 1Y | +83.7% | +66.2% | +17.5% | +71.8% |
| 3Y | +175.4% | +43.5% | +132.0% | +159.5% |
| 5Y | +87.7% | +20.7% | +67.1% | +77.9% |
| All | +78.9% | +121.7% | -42.8% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling