+77.6%
RPRX vs USFR
+4.1%
+73.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.2% |
| 30D | +21.9% | +0.4% | +21.5% | +22.8% |
| 3M | +16.9% | +1.0% | +15.9% | +18.9% |
| 6M | +34.5% | +2.0% | +32.5% | +41.3% |
| YTD | +80.9% | +3.4% | +77.5% | +78.9% |
| 1Y | +77.6% | +4.1% | +73.5% | +66.4% |
| All | +77.6% | +4.1% | +73.5% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling