+56.1%
RPRX vs QSR
+67.9%
-11.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.7% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | +7.2% | +5.9% | +1.2% | +5.6% |
| 3M | +10.9% | +10.5% | +0.4% | +8.2% |
| 6M | +34.6% | +7.7% | +26.9% | +31.7% |
| YTD | +59.0% | +16.8% | +42.2% | +52.1% |
| 1Y | +72.5% | +30.9% | +41.7% | +60.1% |
| 3Y | +124.1% | +28.2% | +95.9% | +104.2% |
| 5Y | +75.9% | +45.0% | +30.9% | +50.2% |
| All | +56.1% | +67.9% | -11.8% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling