+31.2%
SRE vs RPRX
+123.5%
-92.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | -4.0% | +5.4% | +2.1% |
| 30D | +0.8% | +4.9% | -4.1% | -0.2% |
| 3M | -5.8% | +9.4% | -15.1% | -7.4% |
| 6M | -7.8% | +33.3% | -41.1% | -12.5% |
| YTD | -2.4% | +59.0% | -61.3% | -10.2% |
| 1Y | +8.9% | +69.2% | -60.3% | -1.1% |
| All | +31.2% | +123.5% | -92.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling