+67.8%
SRE vs RPRX
+57.8%
+9.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +2.5% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +1.9% | +7.2% | -5.3% | +0.7% |
| 3M | -3.3% | +10.9% | -14.2% | -4.9% |
| 6M | -6.4% | +34.6% | -41.0% | -10.7% |
| YTD | -1.8% | +59.0% | -60.8% | -8.8% |
| 1Y | +10.7% | +72.5% | -61.8% | +1.5% |
| 3Y | +31.8% | +124.1% | -92.3% | +15.6% |
| 5Y | +49.2% | +75.9% | -26.7% | +35.9% |
| All | +67.8% | +57.8% | +9.9% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling