+64.8%
RPRX vs SBAC
-31.9%
+96.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +11.2% | +6.9% | +4.3% | +9.8% |
| 3M | +16.7% | -8.2% | +24.9% | +18.4% |
| 6M | +36.0% | -1.6% | +37.6% | +35.4% |
| YTD | +67.8% | -0.1% | +67.9% | +66.1% |
| 1Y | +76.7% | -0.5% | +77.2% | +74.9% |
| 3Y | +128.1% | -9.1% | +137.2% | +127.8% |
| 5Y | +82.9% | -43.8% | +126.7% | +102.1% |
| All | +64.8% | -31.9% | +96.7% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling