-42.2%
SIRI vs RPRX
+57.8%
-100.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.9% | -4.0% | +0.1% | -3.0% |
| 30D | -0.8% | +4.9% | -5.8% | -2.1% |
| 3M | +4.3% | +9.4% | -5.0% | +1.8% |
| 6M | +34.1% | +33.3% | +0.8% | +24.4% |
| YTD | +47.3% | +59.0% | -11.6% | +30.7% |
| 1Y | +22.9% | +69.2% | -46.3% | +7.1% |
| 3Y | -24.6% | +124.1% | -148.7% | -39.1% |
| 5Y | -43.2% | +77.9% | -121.0% | -51.6% |
| All | -42.2% | +57.8% | -100.1% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling