-38.7%
DG vs RPRX
+72.5%
-111.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -0.7% |
| 7D | -6.3% | -8.0% | +1.7% | -4.8% |
| 30D | +2.4% | +2.1% | +0.4% | +2.1% |
| 3M | +12.4% | +8.2% | +4.2% | +10.8% |
| 6M | -14.9% | +28.9% | -43.8% | -18.9% |
| YTD | -6.1% | +54.1% | -60.2% | -13.2% |
| 1Y | +17.9% | +65.5% | -47.7% | +7.3% |
| 3Y | +3.1% | +117.3% | -114.1% | -12.5% |
| 5Y | -38.7% | +71.6% | -110.3% | -44.6% |
| All | -38.7% | +72.5% | -111.1% | -44.6% |
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