+214.4%
QLD vs RDW
-0.7%
+215.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -3.0% | -21.3% | +18.3% | +1.2% |
| 3M | -2.8% | -37.9% | +35.1% | +4.6% |
| 6M | +32.0% | +12.3% | +19.7% | +22.9% |
| YTD | +27.3% | +39.7% | -12.4% | +9.9% |
| 1Y | +37.9% | +25.7% | +12.3% | +18.4% |
| 3Y | +174.6% | +230.8% | -56.2% | +60.6% |
| 5Y | +124.8% | -8.8% | +133.6% | +46.4% |
| All | +214.4% | -0.7% | +215.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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