0.0%
QXO vs RPRX
+52.7%
-52.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.8% | -8.4% | +0.6% | -4.4% |
| 30D | -18.1% | -0.6% | -17.5% | -17.9% |
| 3M | -25.8% | +6.4% | -32.2% | -28.0% |
| 6M | -41.7% | +26.6% | -68.3% | -47.4% |
| YTD | -36.2% | +53.8% | -90.0% | -47.1% |
| 1Y | -42.1% | +62.8% | -104.9% | -53.5% |
| 3Y | -46.2% | +118.0% | -164.2% | -62.8% |
| 5Y | -70.7% | +71.2% | -141.9% | -78.5% |
| All | 0.0% | +52.7% | -52.7% | -25.7% |
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 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