-100.0%
DFNS vs RPRX
+177.1%
-277.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -4.9% |
| 7D | -6.0% | +3.3% | -9.3% | -4.1% |
| 30D | -71.2% | +17.9% | -89.1% | -67.6% |
| 3M | -94.5% | +19.2% | -113.8% | -93.8% |
| 6M | -96.5% | +31.7% | -128.3% | -95.8% |
| YTD | -99.6% | +82.5% | -182.1% | -99.4% |
| 1Y | -99.7% | +78.4% | -178.1% | -99.5% |
| 3Y | -100.0% | +177.0% | -276.9% | -99.9% |
| All | -100.0% | +177.1% | -277.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling