+77.8%
DUK vs RPRX
+57.8%
+20.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.0% |
| 30D | -2.0% | +7.2% | -9.2% | -2.8% |
| 3M | +0.2% | +10.9% | -10.7% | -1.0% |
| 6M | -6.9% | +34.6% | -41.5% | -9.9% |
| YTD | +6.1% | +59.0% | -52.8% | +1.0% |
| 1Y | +4.4% | +72.5% | -68.1% | -1.6% |
| 3Y | +49.1% | +124.1% | -75.0% | +35.8% |
| 5Y | +39.6% | +75.9% | -36.4% | +30.4% |
| All | +77.8% | +57.8% | +20.0% | +65.8% |
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