+110.8%
SO vs RPRX
+80.9%
+29.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.1% | +4.6% | -4.7% | -0.7% |
| 30D | +8.7% | +22.0% | -13.3% | +5.8% |
| 3M | +3.4% | +20.3% | -16.9% | +0.8% |
| 6M | +3.7% | +37.9% | -34.2% | -0.7% |
| YTD | +10.0% | +82.2% | -72.2% | +1.5% |
| 1Y | +6.6% | +83.7% | -77.1% | -1.8% |
| 3Y | +52.5% | +175.4% | -123.0% | +32.0% |
| 5Y | +76.1% | +87.7% | -11.7% | +59.4% |
| All | +110.8% | +80.9% | +29.8% | +90.0% |
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