+64.8%
RPRX vs FIVE
+120.6%
-55.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | +5.1% | +4.3% | +0.8% | +4.6% |
| 30D | +11.2% | +12.5% | -1.3% | +9.6% |
| 3M | +16.7% | +31.2% | -14.5% | +12.9% |
| 6M | +36.0% | +14.4% | +21.6% | +33.2% |
| YTD | +67.8% | +33.9% | +33.9% | +61.3% |
| 1Y | +76.7% | +65.1% | +11.6% | +65.2% |
| 3Y | +128.1% | +49.0% | +79.1% | +113.5% |
| 5Y | +82.9% | +30.3% | +52.6% | +70.6% |
| All | +64.8% | +120.6% | -55.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling