+63.6%
SRE vs RPRX
+52.7%
+10.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -0.8% | -8.4% | +7.5% | +0.4% |
| 30D | -3.0% | -0.6% | -2.4% | -3.0% |
| 3M | -8.3% | +6.4% | -14.7% | -9.3% |
| 6M | -8.9% | +26.6% | -35.5% | -12.3% |
| YTD | -4.3% | +53.8% | -58.0% | -10.6% |
| 1Y | +2.7% | +62.8% | -60.1% | -5.0% |
| 3Y | +28.7% | +118.0% | -89.4% | +13.4% |
| 5Y | +47.1% | +71.2% | -24.0% | +34.7% |
| All | +63.6% | +52.7% | +10.9% | +48.9% |
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 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