+71.6%
RPRX vs SONY
+8.8%
+62.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -8.0% | -5.8% | -2.3% | -7.2% |
| 30D | +2.1% | -0.4% | +2.5% | +2.1% |
| 3M | +8.2% | +13.3% | -5.1% | +6.1% |
| 6M | +28.9% | +8.5% | +20.4% | +26.9% |
| YTD | +54.1% | -8.1% | +62.3% | +55.3% |
| 1Y | +65.5% | -17.9% | +83.4% | +69.3% |
| 3Y | +117.3% | +41.4% | +75.8% | +99.8% |
| 5Y | +71.6% | +9.3% | +62.3% | +55.7% |
| All | +71.6% | +8.8% | +62.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling