+84.4%
RPRX vs DOC
-24.5%
+109.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +11.2% | -4.8% | +16.0% | +12.4% |
| 3M | +16.7% | +6.9% | +9.8% | +14.9% |
| 6M | +36.0% | +20.7% | +15.2% | +29.4% |
| YTD | +67.8% | +34.1% | +33.7% | +54.9% |
| 1Y | +76.7% | +22.6% | +54.1% | +66.8% |
| 3Y | +128.1% | +20.8% | +107.3% | +113.8% |
| All | +84.4% | -24.5% | +109.0% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling