+84.9%
RPRX vs FIVE
+18.5%
+66.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +2.1% | +2.4% | -0.4% | +1.8% |
| 30D | +21.9% | +15.8% | +6.1% | +20.1% |
| 3M | +16.9% | +3.8% | +13.1% | +16.3% |
| 6M | +34.5% | +18.5% | +16.0% | +31.7% |
| YTD | +80.9% | +31.2% | +49.7% | +74.9% |
| 1Y | +77.6% | +61.8% | +15.8% | +68.0% |
| 3Y | +173.5% | +39.9% | +133.7% | +162.6% |
| 5Y | +84.9% | +18.3% | +66.6% | +78.6% |
| All | +84.9% | +18.5% | +66.4% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling