+59.3%
DLR vs RPRX
+53.1%
+6.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.4% |
| 7D | -1.3% | -8.0% | +6.7% | +0.3% |
| 30D | -2.9% | +2.1% | -4.9% | -3.3% |
| 3M | +3.2% | +8.2% | -5.0% | +1.4% |
| 6M | +3.9% | +28.9% | -25.0% | -1.5% |
| YTD | +21.4% | +54.1% | -32.7% | +11.2% |
| 1Y | +9.7% | +65.5% | -55.9% | -1.2% |
| 3Y | +56.5% | +117.3% | -60.7% | +32.2% |
| 5Y | +41.5% | +71.6% | -30.1% | +26.8% |
| All | +59.3% | +53.1% | +6.3% | +43.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling