-93.5%
QID vs RPRX
+52.7%
-146.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.9% |
| 7D | +1.3% | -8.4% | +9.6% | -2.4% |
| 30D | +2.9% | -0.6% | +3.6% | +2.8% |
| 3M | -0.7% | +6.4% | -7.2% | +2.0% |
| 6M | -29.7% | +26.6% | -56.3% | -21.3% |
| YTD | -27.9% | +53.8% | -81.6% | -11.5% |
| 1Y | -34.6% | +62.8% | -97.4% | -17.3% |
| 3Y | -73.5% | +118.0% | -191.6% | -60.7% |
| 5Y | -81.0% | +71.2% | -152.2% | -74.4% |
| All | -93.5% | +52.7% | -146.2% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling