+77.1%
RPRX vs SFM
+113.5%
-36.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +3.4% | -10.2% | +13.6% | +3.9% |
| 30D | +20.8% | -23.9% | +44.7% | +22.1% |
| 3M | +21.6% | -42.3% | +63.9% | +24.5% |
| 6M | +36.5% | -40.1% | +76.7% | +39.4% |
| YTD | +80.4% | -37.8% | +118.2% | +83.4% |
| 1Y | +81.8% | -37.1% | +118.9% | +84.7% |
| 3Y | +170.9% | +21.5% | +149.3% | +154.2% |
| 5Y | +95.2% | +103.8% | -8.6% | +76.2% |
| All | +77.1% | +113.5% | -36.4% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling