-99.9%
DFNS vs RPRX
+74.2%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -2.8% |
| 7D | +0.8% | -2.8% | +3.6% | -0.2% |
| 30D | -73.2% | +7.2% | -80.4% | -72.4% |
| 3M | -72.4% | +10.9% | -83.3% | -71.3% |
| 6M | -95.2% | +34.6% | -129.8% | -94.7% |
| YTD | -98.0% | +59.0% | -156.9% | -97.6% |
| 1Y | -98.3% | +72.5% | -170.8% | -97.9% |
| 3Y | -99.9% | +124.1% | -224.0% | -99.8% |
| 5Y | -99.9% | +75.9% | -175.8% | -99.8% |
| All | -99.9% | +74.2% | -174.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling