+66.7%
SYY vs RPRX
+57.8%
+8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | -5.3% | +7.2% | -12.4% | -6.8% |
| 3M | +5.1% | +10.9% | -5.8% | +2.6% |
| 6M | -5.0% | +34.6% | -39.6% | -11.1% |
| YTD | +10.7% | +59.0% | -48.3% | 0.0% |
| 1Y | +0.7% | +72.5% | -71.8% | -10.9% |
| 3Y | +24.0% | +124.1% | -100.0% | +2.5% |
| 5Y | +19.3% | +75.9% | -56.6% | +4.9% |
| All | +66.7% | +57.8% | +8.8% | +44.0% |
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