+99.4%
DE vs RPRX
+72.5%
+27.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -2.4% | -8.0% | +5.7% | -0.1% |
| 30D | +9.7% | +2.1% | +7.6% | +8.9% |
| 3M | +21.4% | +8.2% | +13.2% | +18.2% |
| 6M | +15.0% | +28.9% | -13.9% | +6.1% |
| YTD | +46.4% | +54.1% | -7.7% | +28.0% |
| 1Y | +45.6% | +65.5% | -19.9% | +24.3% |
| 3Y | +76.8% | +117.3% | -40.5% | +36.4% |
| 5Y | +99.4% | +71.6% | +27.8% | +70.5% |
| All | +99.4% | +72.5% | +27.0% | +70.5% |
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 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