+178.5%
QLD vs RDW
-27.8%
+206.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.3% | -1.7% |
| 7D | +7.0% | +7.2% | -0.2% | +5.6% |
| 30D | -14.3% | -10.3% | -4.0% | -12.7% |
| 3M | -16.0% | -41.4% | +25.4% | -7.7% |
| 6M | -14.2% | -32.5% | +18.3% | -11.2% |
| YTD | +12.8% | +1.7% | +11.0% | +2.9% |
| 1Y | +14.1% | +39.0% | -25.0% | -3.0% |
| 3Y | +146.0% | +214.2% | -68.3% | +45.1% |
| 5Y | +82.0% | -31.3% | +113.3% | +25.7% |
| All | +178.5% | -27.8% | +206.2% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling