+95.2%
RPRX vs SBAC
-40.7%
+135.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.8% |
| 30D | +20.8% | +4.3% | +16.5% | +19.8% |
| 3M | +21.6% | +4.1% | +17.5% | +20.5% |
| 6M | +36.5% | -11.6% | +48.2% | +39.3% |
| YTD | +80.4% | +0.4% | +80.1% | +78.3% |
| 1Y | +81.8% | -1.1% | +82.9% | +80.2% |
| 3Y | +170.9% | -7.3% | +178.1% | +169.2% |
| 5Y | +95.2% | -40.8% | +136.0% | +120.2% |
| All | +95.2% | -40.7% | +135.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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