+61.9%
DLR vs RPRX
+66.6%
-4.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | +5.1% | -3.5% | +0.6% |
| 30D | -3.4% | +11.2% | -14.6% | -5.4% |
| 3M | +0.5% | +16.7% | -16.2% | -2.6% |
| 6M | +4.6% | +36.0% | -31.4% | -1.8% |
| YTD | +23.4% | +67.8% | -44.4% | +11.2% |
| 1Y | +19.0% | +76.7% | -57.7% | +6.0% |
| 3Y | +56.5% | +128.1% | -71.6% | +31.1% |
| 5Y | +33.3% | +82.9% | -49.5% | +17.9% |
| All | +61.9% | +66.6% | -4.7% | +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 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