+56.1%
RPRX vs DTE
+80.0%
-23.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.1% | -5.5% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | +7.2% | -1.9% | +9.0% | +7.6% |
| 3M | +10.9% | -3.3% | +14.2% | +11.8% |
| 6M | +34.6% | -7.1% | +41.7% | +36.9% |
| YTD | +59.0% | +8.1% | +50.9% | +55.4% |
| 1Y | +72.5% | +5.3% | +67.3% | +69.6% |
| 3Y | +124.1% | +48.2% | +75.9% | +101.2% |
| 5Y | +75.9% | +33.2% | +42.7% | +62.5% |
| All | +56.1% | +80.0% | -23.9% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling