-22.5%
DG vs RPRX
+81.2%
-103.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +0.3% | +3.3% | -3.0% | -0.2% |
| 30D | +3.2% | +17.9% | -14.7% | +0.6% |
| 3M | +10.4% | +19.2% | -8.8% | +7.5% |
| 6M | +33.2% | +31.7% | +1.5% | +27.7% |
| YTD | +3.0% | +82.5% | -79.5% | -5.7% |
| 1Y | +31.2% | +78.4% | -47.2% | +20.6% |
| 3Y | +21.8% | +177.0% | -155.1% | +3.8% |
| 5Y | -35.0% | +86.5% | -121.4% | -41.5% |
| All | -22.5% | +81.2% | -103.7% | -30.5% |
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