+239.8%
DRI vs RPRX
+66.6%
+173.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | +5.1% | -4.5% | -0.5% |
| 30D | +3.8% | +11.2% | -7.4% | +1.5% |
| 3M | +13.0% | +16.7% | -3.7% | +9.3% |
| 6M | +8.3% | +36.0% | -27.7% | +1.3% |
| YTD | +20.6% | +67.8% | -47.2% | +8.0% |
| 1Y | +6.5% | +76.7% | -70.2% | -6.0% |
| 3Y | +53.7% | +128.1% | -74.4% | +27.4% |
| 5Y | +72.7% | +82.9% | -10.2% | +51.4% |
| All | +239.8% | +66.6% | +173.2% | +192.8% |
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 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