-28.8%
DPZ vs RPRX
+83.4%
-112.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.5% | +5.1% | -7.7% | -3.4% |
| 30D | -7.0% | +11.2% | -18.2% | -8.7% |
| 3M | +11.6% | +16.7% | -5.1% | +8.5% |
| 6M | -15.2% | +36.0% | -51.2% | -19.9% |
| YTD | -17.2% | +67.8% | -85.1% | -24.9% |
| 1Y | -24.8% | +76.7% | -101.5% | -32.7% |
| 3Y | -8.7% | +128.1% | -136.8% | -23.3% |
| All | -28.8% | +83.4% | -112.3% | -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