+165.5%
SITM vs RPRX
+77.4%
+88.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.6% |
| 7D | +9.7% | +5.1% | +4.6% | +9.8% |
| 30D | +12.7% | +11.2% | +1.5% | +13.0% |
| 3M | -13.4% | +16.7% | -30.1% | -14.1% |
| 6M | +59.6% | +36.0% | +23.6% | +45.9% |
| YTD | +73.3% | +67.8% | +5.5% | +54.6% |
| 1Y | +165.5% | +76.7% | +88.9% | +144.9% |
| All | +165.5% | +77.4% | +88.1% | +144.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling