+58.8%
DLR vs RPRX
+79.7%
-20.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +5.0% | +2.1% | +3.0% | +4.6% |
| 30D | +3.0% | +21.9% | -18.9% | -0.9% |
| 3M | -6.3% | +16.9% | -23.2% | -9.1% |
| 6M | -4.8% | +34.5% | -39.3% | -10.4% |
| YTD | +21.0% | +80.9% | -59.9% | +7.4% |
| 1Y | +15.1% | +77.6% | -62.4% | +2.6% |
| 3Y | +56.0% | +173.5% | -117.6% | +25.7% |
| 5Y | +39.1% | +84.9% | -45.8% | +22.1% |
| All | +58.8% | +79.7% | -20.9% | +38.1% |
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