+56.1%
RPRX vs SM
+676.8%
-620.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | +4.9% | +20.3% | -15.3% | +4.3% |
| 3M | +9.4% | +22.9% | -13.6% | +8.5% |
| 6M | +33.3% | +47.8% | -14.5% | +31.2% |
| YTD | +59.0% | +107.5% | -48.5% | +54.6% |
| 1Y | +69.2% | +51.7% | +17.5% | +66.2% |
| 3Y | +124.1% | -0.9% | +124.9% | +121.6% |
| 5Y | +77.9% | +112.2% | -34.4% | +71.3% |
| All | +56.1% | +676.8% | -620.8% | +39.4% |
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