-23.4%
DG vs RPRX
+66.6%
-90.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.4% | +5.1% | +3.3% | +7.6% |
| 30D | +4.9% | +11.2% | -6.3% | +3.3% |
| 3M | +29.3% | +16.7% | +12.6% | +26.4% |
| 6M | -11.3% | +36.0% | -47.3% | -15.2% |
| YTD | +1.8% | +67.8% | -66.1% | -5.5% |
| 1Y | +25.3% | +76.7% | -51.4% | +15.4% |
| 3Y | +9.1% | +128.1% | -119.0% | -4.2% |
| 5Y | -34.9% | +82.9% | -117.8% | -41.0% |
| All | -23.4% | +66.6% | -90.0% | -30.4% |
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