+64.8%
RPRX vs SM
+645.3%
-580.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +11.2% | +26.3% | -15.1% | +10.3% |
| 3M | +16.7% | +8.7% | +8.0% | +16.2% |
| 6M | +36.0% | +51.7% | -15.7% | +33.8% |
| YTD | +67.8% | +99.0% | -31.2% | +63.4% |
| 1Y | +76.7% | +34.6% | +42.1% | +74.3% |
| 3Y | +128.1% | -7.8% | +135.9% | +126.2% |
| 5Y | +82.9% | +104.8% | -21.9% | +76.4% |
| All | +64.8% | +645.3% | -580.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling