-100.0%
DFNS vs RPRX
+82.1%
-182.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -2.4% |
| 7D | -42.8% | +3.4% | -46.2% | -42.3% |
| 30D | -67.6% | +20.8% | -88.4% | -66.0% |
| 3M | -94.9% | +21.6% | -116.5% | -94.6% |
| 6M | -96.7% | +36.5% | -133.3% | -96.5% |
| YTD | -99.6% | +80.4% | -180.0% | -99.6% |
| 1Y | -99.7% | +81.8% | -181.5% | -99.7% |
| 3Y | -100.0% | +170.9% | -270.8% | -100.0% |
| 5Y | -100.0% | +95.2% | -195.2% | -100.0% |
| All | -100.0% | +82.1% | -182.1% | -100.0% |
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