+2.7%
SRE vs RPRX
+65.1%
-62.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -0.8% | -8.4% | +7.5% | -0.1% |
| 30D | -3.0% | -0.6% | -2.4% | -3.3% |
| 3M | -8.3% | +6.4% | -14.7% | -9.3% |
| 6M | -8.9% | +26.6% | -35.5% | -11.2% |
| YTD | -4.3% | +53.8% | -58.0% | -7.8% |
| 1Y | +2.7% | +62.8% | -60.1% | -1.0% |
| All | +2.7% | +65.1% | -62.4% | -1.0% |
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