+51.3%
RPRX vs USFR
+20.5%
+30.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | +2.1% | +0.3% | +1.8% | +2.1% |
| 3M | +8.2% | +1.0% | +7.2% | +8.3% |
| 6M | +28.9% | +1.9% | +27.0% | +29.2% |
| YTD | +54.1% | +2.7% | +51.5% | +54.5% |
| 1Y | +65.5% | +4.0% | +61.5% | +66.2% |
| 3Y | +117.3% | +14.1% | +103.2% | +148.4% |
| 5Y | +71.6% | +20.5% | +51.1% | +117.8% |
| All | +51.3% | +20.5% | +30.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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