-98.2%
DFNS vs RPRX
+69.5%
-167.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +4.6% | -4.0% | +8.6% | +3.3% |
| 30D | -73.9% | +4.9% | -78.8% | -73.2% |
| 3M | -71.7% | +9.4% | -81.1% | -71.1% |
| 6M | -94.6% | +33.3% | -127.9% | -94.4% |
| YTD | -98.1% | +59.0% | -157.0% | -98.0% |
| All | -98.2% | +69.5% | -167.7% | -98.1% |
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