-28.4%
QS vs RPRX
+77.4%
-105.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -2.3% | +5.1% | -7.4% | -2.9% |
| 30D | -0.7% | +11.2% | -11.9% | -1.7% |
| 3M | -39.6% | +16.7% | -56.4% | -40.7% |
| 6M | -21.7% | +36.0% | -57.7% | -27.6% |
| YTD | -47.4% | +67.8% | -115.2% | -54.5% |
| 1Y | -28.4% | +76.7% | -105.1% | -39.0% |
| All | -28.4% | +77.4% | -105.8% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling