+124.1%
RPRX vs USFR
+14.0%
+110.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.4% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | +7.2% | +0.3% | +6.8% | +6.2% |
| 3M | +10.9% | +1.0% | +9.9% | +8.1% |
| 6M | +34.6% | +1.9% | +32.6% | +27.9% |
| YTD | +59.0% | +2.7% | +56.3% | +47.4% |
| 1Y | +72.5% | +4.0% | +68.5% | +52.8% |
| 3Y | +124.1% | +14.0% | +110.1% | +87.1% |
| All | +124.1% | +14.0% | +110.1% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling