+56.1%
RPRX vs DVA
+123.9%
-67.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.1% | -5.1% |
| 7D | -2.8% | +2.2% | -5.0% | -2.9% |
| 30D | +7.2% | -2.0% | +9.2% | +7.3% |
| 3M | +10.9% | -6.3% | +17.1% | +11.2% |
| 6M | +34.6% | +19.4% | +15.1% | +32.0% |
| YTD | +59.0% | +58.5% | +0.5% | +52.0% |
| 1Y | +72.5% | +33.9% | +38.7% | +67.2% |
| 3Y | +124.1% | +88.4% | +35.6% | +109.6% |
| 5Y | +75.9% | +39.5% | +36.4% | +70.6% |
| All | +56.1% | +123.9% | -67.9% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling