-12.8%
DT vs RPRX
+177.1%
-189.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +3.1% | +3.3% | -0.2% | +3.0% |
| 30D | -29.5% | +17.9% | -47.4% | -30.1% |
| 3M | -11.7% | +19.2% | -31.0% | -12.4% |
| 6M | +29.0% | +31.7% | -2.7% | +27.3% |
| YTD | +3.4% | +82.5% | -79.1% | -1.4% |
| 1Y | -4.2% | +78.4% | -82.7% | -8.5% |
| 3Y | -12.8% | +177.0% | -189.8% | -22.3% |
| All | -12.8% | +177.1% | -189.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling