+11.7%
DASH vs RPRX
+64.5%
-52.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | +5.1% | -15.7% | -12.1% |
| 30D | +2.2% | +11.2% | -9.0% | -1.6% |
| 3M | +32.3% | +16.7% | +15.6% | +25.0% |
| 6M | +19.1% | +36.0% | -16.9% | +6.2% |
| YTD | -6.5% | +67.8% | -74.3% | -23.2% |
| 1Y | -14.9% | +76.7% | -91.6% | -32.0% |
| 3Y | +151.9% | +128.1% | +23.8% | +76.6% |
| 5Y | +9.4% | +82.9% | -73.4% | -11.2% |
| All | +11.7% | +64.5% | -52.8% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling