+48.3%
SRE vs RPRX
+72.5%
-24.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.5% |
| 7D | -0.7% | -8.0% | +7.4% | +1.0% |
| 30D | -1.7% | +2.1% | -3.8% | -2.4% |
| 3M | -7.1% | +8.2% | -15.3% | -8.9% |
| 6M | -8.4% | +28.9% | -37.3% | -13.7% |
| YTD | -3.5% | +54.1% | -57.6% | -12.8% |
| 1Y | +5.4% | +65.5% | -60.1% | -6.6% |
| 3Y | +29.5% | +117.3% | -87.8% | +6.9% |
| 5Y | +48.3% | +71.6% | -23.3% | +33.2% |
| All | +48.3% | +72.5% | -24.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling