+29.9%
DT vs RPRX
+66.6%
-36.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.3% | +5.1% | -8.4% | -4.8% |
| 30D | +2.0% | +11.2% | -9.2% | -1.3% |
| 3M | +20.0% | +16.7% | +3.3% | +14.0% |
| 6M | +39.3% | +36.0% | +3.3% | +25.4% |
| YTD | +19.8% | +67.8% | -48.1% | +0.1% |
| 1Y | +4.3% | +76.7% | -72.4% | -14.9% |
| 3Y | +7.7% | +128.1% | -120.4% | -21.6% |
| 5Y | -26.8% | +82.9% | -109.7% | -40.9% |
| All | +29.9% | +66.6% | -36.7% | +6.0% |
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