+44.4%
SITM vs RPRX
+85.8%
-41.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -9.0% |
| 7D | -19.5% | +4.2% | -23.8% | -18.9% |
| 30D | -43.2% | +19.2% | -62.4% | -41.8% |
| 3M | -30.8% | +18.0% | -48.8% | -28.8% |
| 6M | -28.6% | +35.7% | -64.3% | -32.3% |
| YTD | +14.2% | +77.2% | -63.1% | -2.6% |
| 1Y | +44.4% | +82.0% | -37.6% | +21.8% |
| All | +44.4% | +85.8% | -41.5% | +21.8% |
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 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