+161.1%
DD vs RPRX
+79.7%
+81.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +6.7% | +2.1% | +4.7% | +6.2% |
| 30D | +19.4% | +21.9% | -2.5% | +13.5% |
| 3M | +7.6% | +16.9% | -9.3% | +3.2% |
| 6M | +2.9% | +34.5% | -31.6% | -5.2% |
| YTD | +29.9% | +80.9% | -51.1% | +10.7% |
| 1Y | +28.6% | +77.6% | -48.9% | +10.2% |
| 3Y | +90.0% | +173.5% | -83.5% | +45.5% |
| 5Y | +68.1% | +84.9% | -16.8% | +39.8% |
| All | +161.1% | +79.7% | +81.5% | +114.5% |
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