+415.7%
QLD vs RPRX
+66.6%
+349.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +5.1% | -4.5% | -1.6% |
| 30D | -0.1% | +11.2% | -11.3% | -4.7% |
| 3M | -8.4% | +16.7% | -25.1% | -15.1% |
| 6M | +32.2% | +36.0% | -3.8% | +14.1% |
| YTD | +28.9% | +67.8% | -38.9% | +0.7% |
| 1Y | +43.8% | +76.7% | -32.9% | +9.1% |
| 3Y | +176.6% | +128.1% | +48.5% | +81.6% |
| 5Y | +121.6% | +82.9% | +38.7% | +70.1% |
| All | +415.7% | +66.6% | +349.1% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling