+15.4%
SOFI vs RPRX
+70.9%
-55.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.9% | -8.4% | +3.4% | -1.2% |
| 30D | -3.5% | -0.6% | -2.8% | -3.2% |
| 3M | +3.9% | +6.4% | -2.5% | +0.4% |
| 6M | -6.5% | +26.6% | -33.1% | -17.1% |
| YTD | -33.8% | +53.8% | -87.6% | -47.2% |
| 1Y | -33.3% | +62.8% | -96.1% | -48.9% |
| 3Y | +94.6% | +118.0% | -23.4% | +22.9% |
| All | +15.4% | +70.9% | -55.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling