+177.0%
RPRX vs DVA
+105.9%
+71.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +3.3% | -8.8% | +12.1% | +4.0% |
| 30D | +17.9% | -3.4% | +21.3% | +18.1% |
| 3M | +19.2% | -2.6% | +21.8% | +19.2% |
| 6M | +31.7% | -11.9% | +43.6% | +32.4% |
| YTD | +82.5% | +53.6% | +28.8% | +73.9% |
| 1Y | +78.4% | +41.9% | +36.6% | +71.3% |
| 3Y | +177.0% | +97.5% | +79.4% | +148.2% |
| All | +177.0% | +105.9% | +71.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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