+42.0%
SOFI vs RPRX
+37.9%
+4.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | -4.0% | +1.1% | -1.2% |
| 30D | -4.4% | +4.9% | -9.3% | -6.3% |
| 3M | +5.2% | +9.4% | -4.1% | +0.7% |
| 6M | -7.8% | +33.3% | -41.1% | -19.5% |
| YTD | -33.8% | +59.0% | -92.8% | -47.2% |
| 1Y | -33.3% | +69.2% | -102.5% | -48.8% |
| 3Y | +102.7% | +124.1% | -21.4% | +31.6% |
| 5Y | +10.5% | +77.9% | -67.4% | -17.2% |
| All | +42.0% | +37.9% | +4.2% | +21.6% |
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