+121.0%
QLD vs RDW
-13.0%
+134.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -2.6% | +4.8% | -7.4% | -3.5% |
| 30D | -3.3% | -19.5% | +16.3% | +0.6% |
| 3M | +1.8% | -26.9% | +28.7% | +6.4% |
| 6M | +29.7% | +17.8% | +12.0% | +19.6% |
| YTD | +25.1% | +43.0% | -17.9% | +7.4% |
| 1Y | +37.1% | +32.1% | +5.0% | +16.5% |
| 3Y | +176.3% | +250.6% | -74.3% | +58.5% |
| 5Y | +121.0% | -6.6% | +127.6% | +41.0% |
| All | +121.0% | -13.0% | +134.0% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling