-99.6%
DFNS vs RPRX
+85.8%
-185.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.7% | -20.1% | -17.9% |
| 7D | -27.7% | +4.2% | -31.9% | -26.9% |
| 30D | -58.0% | +19.2% | -77.2% | -56.6% |
| 3M | -94.0% | +18.0% | -112.0% | -93.7% |
| 6M | -94.6% | +35.7% | -130.3% | -94.5% |
| YTD | -99.4% | +77.2% | -176.7% | -99.5% |
| 1Y | -99.6% | +82.0% | -181.7% | -99.7% |
| All | -99.6% | +85.8% | -185.5% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling