+71.6%
RPRX vs QSR
+40.6%
+31.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | -8.0% | -4.7% | -3.3% | -6.9% |
| 30D | +2.1% | +4.3% | -2.2% | +1.0% |
| 3M | +8.2% | +5.4% | +2.7% | +6.8% |
| 6M | +28.9% | +8.2% | +20.7% | +26.1% |
| YTD | +54.1% | +14.1% | +40.0% | +48.5% |
| 1Y | +65.5% | +28.1% | +37.4% | +54.6% |
| 3Y | +117.3% | +25.3% | +92.0% | +98.0% |
| 5Y | +71.6% | +40.4% | +31.2% | +42.1% |
| All | +71.6% | +40.6% | +31.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling