-99.9%
DFNS vs RPRX
+55.2%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.6% |
| 7D | -6.3% | -8.4% | +2.0% | -8.3% |
| 30D | -74.0% | -0.6% | -73.3% | -73.9% |
| 3M | -70.1% | +6.4% | -76.6% | -69.7% |
| 6M | -93.9% | +26.6% | -120.5% | -93.6% |
| YTD | -98.1% | +53.8% | -151.9% | -97.9% |
| 1Y | -98.3% | +62.8% | -161.1% | -98.1% |
| 3Y | -99.9% | +118.0% | -217.9% | -99.9% |
| 5Y | -99.9% | +71.2% | -171.1% | -99.8% |
| All | -99.9% | +55.2% | -155.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling