-15.6%
QLD vs RPRX
+32.3%
-47.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.4% |
| 7D | -10.3% | +0.2% | -10.4% | -10.2% |
| 30D | -26.1% | +18.6% | -44.6% | -21.6% |
| 3M | -17.8% | +18.0% | -35.8% | -11.4% |
| 6M | -15.6% | +33.8% | -49.4% | -8.4% |
| All | -15.6% | +32.3% | -47.9% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling