+1,431.7%
SITM vs RPRX
+52.7%
+1,379.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.7% |
| 7D | +3.9% | -8.4% | +12.2% | +8.7% |
| 30D | -6.6% | -0.6% | -6.0% | -6.5% |
| 3M | -11.9% | +6.4% | -18.3% | -16.2% |
| 6M | +81.1% | +26.6% | +54.5% | +54.9% |
| YTD | +80.0% | +53.8% | +26.2% | +37.6% |
| 1Y | +145.8% | +62.8% | +83.0% | +80.6% |
| 3Y | +475.9% | +118.0% | +357.8% | +240.5% |
| 5Y | +189.2% | +71.2% | +118.0% | +108.9% |
| All | +1,431.7% | +52.7% | +1,379.0% | +1,067.9% |
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 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