-47.7%
QS vs RPRX
+47.7%
-95.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | +1.8% |
| 7D | -5.0% | -8.0% | +3.1% | +1.7% |
| 30D | -18.3% | +2.1% | -20.4% | -20.1% |
| 3M | -26.0% | +8.2% | -34.2% | -32.4% |
| 6M | -24.0% | +28.9% | -52.9% | -41.1% |
| YTD | -50.3% | +54.1% | -104.4% | -67.8% |
| 1Y | -38.0% | +65.5% | -103.5% | -62.7% |
| 3Y | -24.6% | +117.3% | -141.9% | -68.4% |
| 5Y | -75.4% | +71.6% | -147.0% | -86.4% |
| All | -47.7% | +47.7% | -95.3% | -70.4% |
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 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