+366.9%
DE vs RPRX
+57.8%
+309.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.4% | -0.8% |
| 7D | +0.7% | -2.8% | +3.5% | +1.3% |
| 30D | +9.6% | +7.2% | +2.5% | +8.0% |
| 3M | +19.0% | +10.9% | +8.1% | +16.2% |
| 6M | +16.1% | +34.6% | -18.5% | +8.6% |
| YTD | +47.0% | +59.0% | -11.9% | +32.7% |
| 1Y | +43.1% | +72.5% | -29.4% | +26.7% |
| 3Y | +77.5% | +124.1% | -46.6% | +47.2% |
| 5Y | +96.4% | +75.9% | +20.4% | +71.7% |
| All | +366.9% | +57.8% | +309.0% | +310.7% |
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