+75.9%
RPRX vs SBAC
-43.9%
+119.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +7.2% | +3.2% | +3.9% | +6.5% |
| 3M | +10.9% | -5.1% | +15.9% | +11.8% |
| 6M | +34.6% | -2.1% | +36.7% | +34.1% |
| YTD | +59.0% | -0.5% | +59.5% | +57.6% |
| 1Y | +72.5% | +1.1% | +71.4% | +70.2% |
| 3Y | +124.1% | -7.4% | +131.5% | +122.9% |
| 5Y | +75.9% | -44.3% | +120.3% | +93.7% |
| All | +75.9% | -43.9% | +119.9% | +93.7% |
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