-14.4%
SMR vs RPRX
+67.4%
-81.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.4% | -15.6% |
| 7D | -11.2% | -8.4% | -2.9% | -8.9% |
| 30D | -10.2% | -0.6% | -9.6% | -10.3% |
| 3M | -10.0% | +6.4% | -16.5% | -13.0% |
| 6M | -30.5% | +26.6% | -57.0% | -37.5% |
| YTD | -39.2% | +53.8% | -93.0% | -49.5% |
| 1Y | -75.5% | +62.8% | -138.3% | -80.2% |
| 3Y | +45.4% | +118.0% | -72.6% | +2.5% |
| All | -14.4% | +67.4% | -81.9% | -33.9% |
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