+169.9%
QLD vs RDW
+249.5%
-79.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -2.6% | +4.8% | -7.4% | -3.4% |
| 30D | -3.3% | -19.5% | +16.3% | +0.1% |
| 3M | +1.8% | -26.9% | +28.7% | +5.6% |
| 6M | +29.7% | +17.8% | +12.0% | +21.4% |
| YTD | +25.1% | +43.0% | -17.9% | +10.5% |
| 1Y | +37.1% | +32.1% | +5.0% | +20.1% |
| All | +169.9% | +249.5% | -79.6% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling