-2.8%
DOW vs RPRX
+66.6%
-69.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -2.4% | +5.1% | -7.5% | -3.3% |
| 30D | +0.4% | +11.2% | -10.8% | -1.8% |
| 3M | -14.4% | +16.7% | -31.1% | -17.2% |
| 6M | -7.0% | +36.0% | -43.0% | -13.2% |
| YTD | +30.2% | +67.8% | -37.6% | +15.8% |
| 1Y | +29.2% | +76.7% | -47.5% | +13.4% |
| 3Y | -36.7% | +128.1% | -164.8% | -47.8% |
| 5Y | -37.7% | +82.9% | -120.6% | -46.3% |
| All | -2.8% | +66.6% | -69.4% | -16.2% |
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