-20.0%
DOW vs RPRX
+174.8%
-194.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +3.7% | +2.1% | +1.6% | +3.3% |
| 30D | +16.3% | +21.9% | -5.6% | +12.3% |
| 3M | +9.7% | +16.9% | -7.2% | +6.4% |
| 6M | -14.1% | +34.5% | -48.6% | -19.2% |
| YTD | +46.6% | +80.9% | -34.3% | +26.5% |
| 1Y | +56.8% | +77.6% | -20.8% | +36.1% |
| All | -20.0% | +174.8% | -194.7% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling