+125.4%
RPRX vs DVA
+91.2%
+34.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -4.0% | +2.0% | -6.0% | -4.1% |
| 30D | +4.9% | -0.4% | +5.3% | +5.0% |
| 3M | +9.4% | -7.7% | +17.0% | +9.8% |
| 6M | +33.3% | +20.0% | +13.3% | +31.0% |
| YTD | +59.0% | +61.1% | -2.1% | +52.5% |
| 1Y | +69.2% | +33.9% | +35.4% | +64.5% |
| All | +125.4% | +91.2% | +34.2% | +111.0% |
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