-44.6%
QS vs RPRX
+60.7%
-105.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.4% |
| 7D | -2.3% | +5.1% | -7.4% | -6.5% |
| 30D | -0.7% | +11.2% | -11.9% | -9.5% |
| 3M | -39.6% | +16.7% | -56.4% | -48.3% |
| 6M | -21.7% | +36.0% | -57.7% | -41.7% |
| YTD | -47.4% | +67.8% | -115.2% | -68.2% |
| 1Y | -28.4% | +76.7% | -105.1% | -59.2% |
| 3Y | -22.6% | +128.1% | -150.7% | -68.4% |
| 5Y | -75.6% | +82.9% | -158.5% | -87.0% |
| All | -44.6% | +60.7% | -105.4% | -70.7% |
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