-7.7%
SRE vs RPRX
+85.8%
-93.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | -2.1% | +4.2% | -6.3% | -2.6% |
| 30D | +6.1% | +19.2% | -13.2% | +4.0% |
| 3M | -3.5% | +18.0% | -21.5% | -5.8% |
| 6M | -10.8% | +35.7% | -46.5% | -14.1% |
| YTD | -4.0% | +77.2% | -81.2% | -9.5% |
| 1Y | -7.7% | +82.0% | -89.7% | -12.9% |
| All | -7.7% | +85.8% | -93.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling