+149.1%
DHI vs RPRX
+53.1%
+96.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.6% |
| 7D | -6.1% | -8.0% | +1.9% | -3.9% |
| 30D | -10.1% | +2.1% | -12.2% | -10.6% |
| 3M | -7.3% | +8.2% | -15.5% | -9.5% |
| 6M | -6.1% | +28.9% | -35.0% | -12.8% |
| YTD | -5.0% | +54.1% | -59.2% | -16.3% |
| 1Y | -22.1% | +65.5% | -87.6% | -32.8% |
| 3Y | +19.2% | +117.3% | -98.1% | -5.6% |
| 5Y | +59.4% | +71.6% | -12.2% | +35.5% |
| All | +149.1% | +53.1% | +96.1% | +112.4% |
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