+43.2%
DD vs RPRX
+123.5%
-80.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.8% | -4.0% | +0.2% | -2.6% |
| 30D | -9.2% | +4.9% | -14.2% | -10.8% |
| 3M | -9.0% | +9.4% | -18.3% | -12.0% |
| 6M | -5.0% | +33.3% | -38.3% | -14.3% |
| YTD | +7.4% | +59.0% | -51.6% | -8.7% |
| 1Y | +35.1% | +69.2% | -34.1% | +12.3% |
| All | +43.2% | +123.5% | -80.3% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling