+159.6%
DD vs RPRX
+81.2%
+78.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +5.0% | +3.3% | +1.6% | +4.1% |
| 30D | +19.7% | +17.9% | +1.8% | +14.8% |
| 3M | +7.2% | +19.2% | -12.1% | +2.3% |
| 6M | +1.0% | +31.7% | -30.7% | -6.3% |
| YTD | +29.1% | +82.5% | -53.4% | +9.8% |
| 1Y | +28.5% | +78.4% | -50.0% | +9.9% |
| 3Y | +89.4% | +177.0% | -87.5% | +44.7% |
| 5Y | +67.1% | +86.5% | -19.3% | +38.7% |
| All | +159.6% | +81.2% | +78.4% | +112.8% |
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