+63.6%
DIA vs RPRX
+77.0%
-13.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -4.0% | +2.8% | -0.3% |
| 30D | -2.7% | +4.9% | -7.6% | -3.8% |
| 3M | +3.3% | +9.4% | -6.1% | +1.0% |
| 6M | +10.4% | +33.3% | -22.9% | +3.0% |
| YTD | +10.0% | +59.0% | -49.0% | -1.6% |
| 1Y | +16.2% | +69.2% | -53.0% | +2.1% |
| 3Y | +58.7% | +124.1% | -65.3% | +29.0% |
| 5Y | +63.6% | +77.9% | -14.3% | +45.2% |
| All | +63.6% | +77.0% | -13.4% | +45.2% |
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