-0.8%
DPZ vs RPRX
+76.0%
-76.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +2.5% | +7.0% | +9.1% |
| 30D | +12.8% | +19.7% | -6.9% | +10.1% |
| 3M | -6.2% | +17.5% | -23.7% | -8.3% |
| 6M | +4.3% | +35.1% | -30.8% | 0.0% |
| YTD | -16.6% | +77.3% | -93.9% | -22.9% |
| 1Y | -12.8% | +70.4% | -83.2% | -19.1% |
| 3Y | -0.8% | +161.0% | -161.8% | -14.3% |
| 5Y | -25.8% | +92.2% | -118.0% | -32.5% |
| All | -0.8% | +76.0% | -76.8% | -9.6% |
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