+161.5%
RPRX vs FIVE
+34.8%
+126.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +18.6% | +17.7% | +0.9% | +17.5% |
| 3M | +18.0% | +4.0% | +14.0% | +17.6% |
| 6M | +33.8% | +2.6% | +31.2% | +33.4% |
| YTD | +76.6% | +27.6% | +49.0% | +73.9% |
| 1Y | +68.2% | +59.9% | +8.3% | +63.8% |
| 3Y | +161.5% | +35.8% | +125.8% | +160.3% |
| All | +161.5% | +34.8% | +126.7% | +160.3% |
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