+11.1%
SMR vs RPRX
+73.1%
-62.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.3% | +20.5% | +17.0% |
| 7D | +21.4% | -2.8% | +24.2% | +22.1% |
| 30D | +13.8% | +7.2% | +6.7% | +10.6% |
| 3M | +3.9% | +10.9% | -7.0% | -1.0% |
| 6M | -4.2% | +34.6% | -38.8% | -15.8% |
| YTD | -21.1% | +59.0% | -80.1% | -35.2% |
| 1Y | -67.1% | +72.5% | -139.6% | -73.9% |
| 3Y | +88.9% | +124.1% | -35.2% | +31.8% |
| All | +11.1% | +73.1% | -62.0% | -15.1% |
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