-16.5%
SOUN vs RPRX
+52.3%
-68.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -7.1% | -8.4% | +1.2% | -4.0% |
| 30D | -15.4% | -0.6% | -14.8% | -15.2% |
| 3M | -10.6% | +6.4% | -17.0% | -13.3% |
| 6M | -19.6% | +26.6% | -46.2% | -28.1% |
| YTD | -37.2% | +53.8% | -91.0% | -48.8% |
| 1Y | -57.1% | +62.8% | -119.9% | -66.1% |
| 3Y | +178.2% | +118.0% | +60.2% | +88.2% |
| All | -16.5% | +52.3% | -68.9% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling