+1,343.3%
SITM vs RPRX
+57.8%
+1,285.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.1% | +0.7% |
| 7D | +8.4% | -2.8% | +11.1% | +10.0% |
| 30D | -17.4% | +7.2% | -24.6% | -20.6% |
| 3M | -9.8% | +10.9% | -20.7% | -16.1% |
| 6M | +83.0% | +34.6% | +48.4% | +51.4% |
| YTD | +69.6% | +59.0% | +10.6% | +27.5% |
| 1Y | +144.9% | +72.5% | +72.4% | +74.3% |
| 3Y | +429.9% | +124.1% | +305.8% | +209.4% |
| 5Y | +169.2% | +75.9% | +93.2% | +91.9% |
| All | +1,343.3% | +57.8% | +1,285.4% | +982.0% |
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