+71.1%
RPRX vs DVA
+46.8%
+24.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -8.4% | -1.3% | -7.0% | -8.3% |
| 30D | -0.6% | 0.0% | -0.7% | -0.6% |
| 3M | +6.4% | -10.9% | +17.4% | +7.1% |
| 6M | +26.6% | +17.3% | +9.3% | +24.7% |
| YTD | +53.8% | +59.8% | -6.0% | +47.9% |
| 1Y | +62.8% | +36.3% | +26.5% | +58.3% |
| 3Y | +118.0% | +88.6% | +29.4% | +106.7% |
| All | +71.1% | +46.8% | +24.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling