-26.6%
SE vs RPRX
+82.4%
-109.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -7.7% | +3.6% | -11.4% | -9.1% |
| 30D | -22.8% | +21.2% | -44.0% | -28.9% |
| 3M | -43.7% | +21.6% | -65.4% | -48.4% |
| 6M | -12.8% | +36.7% | -49.5% | -24.5% |
| YTD | -42.0% | +83.7% | -125.7% | -56.3% |
| 1Y | -48.0% | +83.2% | -131.2% | -60.8% |
| 3Y | +62.7% | +177.7% | -115.0% | -4.3% |
| 5Y | -77.8% | +95.8% | -173.6% | -83.6% |
| All | -26.6% | +82.4% | -109.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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