+7.8%
SE vs RPRX
+57.8%
-50.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.6% | -4.0% | +0.4% | -2.1% |
| 30D | -5.3% | +4.9% | -10.2% | -7.4% |
| 3M | +28.1% | +9.4% | +18.7% | +22.5% |
| 6M | +20.7% | +33.3% | -12.6% | +5.3% |
| YTD | -14.8% | +59.0% | -73.7% | -31.7% |
| 1Y | -43.6% | +69.2% | -112.8% | -56.3% |
| 3Y | +184.2% | +124.1% | +60.1% | +85.5% |
| 5Y | -66.3% | +77.9% | -144.2% | -73.9% |
| All | +7.8% | +57.8% | -50.0% | -15.2% |
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