+185.2%
SITM vs RPRX
+70.9%
+114.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.7% |
| 7D | +3.9% | -8.4% | +12.2% | +8.1% |
| 30D | -6.6% | -0.6% | -6.0% | -6.5% |
| 3M | -11.9% | +6.4% | -18.3% | -15.8% |
| 6M | +81.1% | +26.6% | +54.5% | +56.5% |
| YTD | +80.0% | +53.8% | +26.2% | +40.1% |
| 1Y | +145.8% | +62.8% | +83.0% | +84.5% |
| 3Y | +475.9% | +118.0% | +357.8% | +252.2% |
| All | +185.2% | +70.9% | +114.4% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling