+29.7%
DLTR vs RPRX
+52.7%
-23.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -10.1% | -8.4% | -1.7% | -8.9% |
| 30D | -8.1% | -0.6% | -7.5% | -8.0% |
| 3M | +2.9% | +6.4% | -3.6% | +1.9% |
| 6M | +4.3% | +26.6% | -22.2% | +1.0% |
| YTD | -3.9% | +53.8% | -57.7% | -9.3% |
| 1Y | +18.9% | +62.8% | -43.9% | +11.2% |
| 3Y | +1.9% | +118.0% | -116.1% | -9.4% |
| 5Y | +31.0% | +71.2% | -40.2% | +20.2% |
| All | +29.7% | +52.7% | -23.0% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling