-50.3%
DOCS vs RPRX
+70.7%
-121.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | +5.1% | -6.5% | -3.2% |
| 30D | +21.8% | +11.2% | +10.6% | +16.9% |
| 3M | +27.3% | +16.7% | +10.6% | +19.5% |
| 6M | -0.3% | +36.0% | -36.3% | -12.5% |
| YTD | -40.5% | +67.8% | -108.3% | -52.5% |
| 1Y | -61.5% | +76.7% | -138.2% | -70.1% |
| 3Y | +8.2% | +128.1% | -119.9% | -25.9% |
| 5Y | -73.4% | +82.9% | -156.3% | -78.3% |
| All | -50.3% | +70.7% | -121.0% | -64.3% |
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