+52.5%
SO vs RPRX
+166.4%
-113.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -1.1% | +3.4% | -4.5% | -1.6% |
| 30D | +8.6% | +20.8% | -12.2% | +5.8% |
| 3M | +1.8% | +21.6% | -19.8% | -1.1% |
| 6M | +3.6% | +36.5% | -32.9% | -0.8% |
| YTD | +9.9% | +80.4% | -70.5% | +1.4% |
| 1Y | +5.7% | +81.8% | -76.1% | -2.6% |
| 3Y | +52.5% | +170.9% | -118.4% | +31.7% |
| All | +52.5% | +166.4% | -113.9% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling