-24.7%
QS vs RPRX
+123.5%
-148.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -4.2% | -4.0% | -0.2% | -3.0% |
| 30D | -15.7% | +4.9% | -20.6% | -17.2% |
| 3M | -28.7% | +9.4% | -38.0% | -31.3% |
| 6M | -23.2% | +33.3% | -56.5% | -32.2% |
| YTD | -49.9% | +59.0% | -108.9% | -59.2% |
| 1Y | -38.8% | +69.2% | -108.0% | -51.8% |
| All | -24.7% | +123.5% | -148.2% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling