+78.9%
RPRX vs SFM
+110.5%
-31.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +4.6% | -6.9% | +11.5% | +4.9% |
| 30D | +22.0% | -25.0% | +47.0% | +23.3% |
| 3M | +20.3% | -42.7% | +63.0% | +23.2% |
| 6M | +37.9% | -41.0% | +78.9% | +40.8% |
| YTD | +82.2% | -38.7% | +120.9% | +85.4% |
| 1Y | +83.7% | -38.1% | +121.8% | +86.7% |
| 3Y | +175.4% | +19.3% | +156.1% | +158.8% |
| 5Y | +87.7% | +103.1% | -15.4% | +69.5% |
| All | +78.9% | +110.5% | -31.6% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling