+218.4%
QLD vs RDW
-1.6%
+219.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | -0.1% | -1.8% | +1.6% | -0.2% |
| 3M | -8.4% | -50.9% | +42.5% | +2.8% |
| 6M | +32.2% | +13.5% | +18.7% | +22.7% |
| YTD | +28.9% | +38.6% | -9.7% | +11.5% |
| 1Y | +43.8% | +28.3% | +15.6% | +23.0% |
| 3Y | +176.6% | +217.2% | -40.6% | +63.3% |
| 5Y | +121.6% | -14.0% | +135.5% | +45.7% |
| All | +218.4% | -1.6% | +219.9% | +103.8% |
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 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