+118.6%
RPRX vs DTE
+45.3%
+73.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.7% |
| 7D | -8.0% | -2.0% | -6.0% | -7.5% |
| 30D | +2.1% | -2.4% | +4.5% | +2.8% |
| 3M | +8.2% | -7.3% | +15.5% | +10.7% |
| 6M | +28.9% | -7.6% | +36.5% | +31.8% |
| YTD | +54.1% | +5.8% | +48.3% | +50.6% |
| 1Y | +65.5% | +2.3% | +63.2% | +63.3% |
| All | +118.6% | +45.3% | +73.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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