-28.9%
DPZ vs RPRX
+85.8%
-114.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | +2.2% | +3.0% | -0.8% | +1.6% |
| 30D | +15.5% | +17.5% | -2.0% | +11.8% |
| 3M | -2.0% | +18.8% | -20.8% | -5.4% |
| 6M | +12.1% | +31.3% | -19.1% | +6.0% |
| YTD | -16.6% | +81.8% | -98.4% | -26.5% |
| 1Y | -14.6% | +77.8% | -92.4% | -24.4% |
| 3Y | -4.1% | +176.0% | -180.2% | -26.1% |
| All | -28.9% | +85.8% | -114.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling