+72.5%
RPRX vs SM
+46.7%
+25.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -5.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +7.2% | +31.5% | -24.4% | +8.0% |
| 3M | +10.9% | +17.3% | -6.4% | +10.9% |
| 6M | +34.6% | +48.5% | -14.0% | +36.9% |
| YTD | +59.0% | +106.3% | -47.3% | +65.1% |
| 1Y | +72.5% | +47.3% | +25.2% | +76.9% |
| All | +72.5% | +46.7% | +25.8% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling