-3.6%
DDOG vs RPRX
+86.5%
-90.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.9% | +3.3% | -0.5% | +1.7% |
| 30D | -31.6% | +17.9% | -49.5% | -35.7% |
| 3M | -27.0% | +19.2% | -46.2% | -31.9% |
| 6M | -10.3% | +31.7% | -42.0% | -20.0% |
| YTD | +35.4% | +82.5% | -47.0% | +4.7% |
| 1Y | -1.0% | +78.4% | -79.4% | -22.8% |
| 3Y | +76.7% | +177.0% | -100.3% | +4.7% |
| All | -3.6% | +86.5% | -90.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling