+71.1%
RPRX vs DTE
+30.3%
+40.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -8.4% | -2.6% | -5.8% | -7.6% |
| 30D | -0.6% | -4.4% | +3.8% | +0.8% |
| 3M | +6.4% | -8.3% | +14.8% | +9.5% |
| 6M | +26.6% | -8.1% | +34.7% | +29.9% |
| YTD | +53.8% | +4.4% | +49.3% | +50.7% |
| 1Y | +62.8% | +0.2% | +62.6% | +61.7% |
| 3Y | +118.0% | +42.6% | +75.4% | +88.1% |
| All | +71.1% | +30.3% | +40.8% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling