+54.5%
DBX vs RPRX
+66.6%
-12.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -2.4% | +5.1% | -7.5% | -3.7% |
| 30D | -0.5% | +11.2% | -11.7% | -3.3% |
| 3M | +28.1% | +16.7% | +11.3% | +22.7% |
| 6M | +33.1% | +36.0% | -2.9% | +22.2% |
| YTD | +25.3% | +67.8% | -42.5% | +8.5% |
| 1Y | +18.3% | +76.7% | -58.3% | +0.4% |
| 3Y | +25.0% | +128.1% | -103.1% | -3.5% |
| 5Y | +7.5% | +82.9% | -75.3% | -10.1% |
| All | +54.5% | +66.6% | -12.2% | +29.0% |
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