-67.0%
SE vs RPRX
+74.2%
-141.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +3.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.8% |
| 30D | -0.1% | +7.2% | -7.2% | -3.6% |
| 3M | +34.1% | +10.9% | +23.2% | +26.5% |
| 6M | +23.2% | +34.6% | -11.3% | +4.6% |
| YTD | -11.2% | +59.0% | -70.1% | -31.6% |
| 1Y | -40.5% | +72.5% | -113.1% | -56.5% |
| 3Y | +196.3% | +124.1% | +72.2% | +75.3% |
| 5Y | -67.0% | +75.9% | -143.0% | -74.0% |
| All | -67.0% | +74.2% | -141.2% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling