+178.8%
RPRX vs FIVE
+42.3%
+136.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +21.2% | +17.4% | +3.8% | +20.1% |
| 3M | +21.6% | +7.0% | +14.6% | +21.1% |
| 6M | +36.7% | +20.5% | +16.2% | +35.1% |
| YTD | +83.7% | +33.1% | +50.6% | +80.4% |
| 1Y | +83.2% | +67.1% | +16.1% | +77.9% |
| All | +178.8% | +42.3% | +136.5% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling