+592.9%
SIMO vs RPRX
+57.8%
+535.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.4% | +6.9% |
| 7D | +14.6% | -2.8% | +17.4% | +14.9% |
| 30D | +6.2% | +7.2% | -1.0% | +5.0% |
| 3M | +3.6% | +10.9% | -7.3% | +1.6% |
| 6M | +130.8% | +34.6% | +96.2% | +118.8% |
| YTD | +195.8% | +59.0% | +136.8% | +172.8% |
| 1Y | +225.0% | +72.5% | +152.5% | +196.1% |
| 3Y | +452.3% | +124.1% | +328.2% | +384.0% |
| 5Y | +303.6% | +75.9% | +227.7% | +262.8% |
| All | +592.9% | +57.8% | +535.1% | +533.8% |
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