+77.1%
RPRX vs SM
+495.2%
-418.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.3% |
| 7D | +3.4% | -22.3% | +25.7% | +4.1% |
| 30D | +20.8% | -21.4% | +42.1% | +21.6% |
| 3M | +21.6% | +1.4% | +20.3% | +21.3% |
| 6M | +36.5% | +0.1% | +36.4% | +36.1% |
| YTD | +80.4% | +59.0% | +21.5% | +76.6% |
| 1Y | +81.8% | +64.3% | +17.5% | +77.7% |
| 3Y | +170.9% | -13.1% | +184.0% | +168.4% |
| 5Y | +95.2% | -13.9% | +109.1% | +92.1% |
| All | +77.1% | +495.2% | -418.1% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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