-99.9%
DFNS vs RPRX
+69.4%
-169.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | +5.1% | -21.1% | -14.9% |
| 30D | -77.7% | +11.2% | -88.9% | -77.1% |
| 3M | -77.2% | +16.7% | -93.9% | -76.3% |
| 6M | -95.2% | +36.0% | -131.2% | -94.8% |
| YTD | -98.0% | +67.8% | -165.8% | -97.7% |
| 1Y | -98.3% | +76.7% | -175.0% | -98.0% |
| 3Y | -99.9% | +128.1% | -228.0% | -99.8% |
| 5Y | -99.9% | +82.9% | -182.7% | -99.8% |
| All | -99.9% | +69.4% | -169.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling