+134.9%
QQQ vs RDW
-0.7%
+135.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -0.6% | +0.9% | -1.4% | -0.7% |
| 30D | -1.2% | -21.3% | +20.1% | +0.9% |
| 3M | -0.2% | -37.9% | +37.7% | +3.4% |
| 6M | +17.9% | +12.3% | +5.7% | +13.4% |
| YTD | +16.6% | +39.7% | -23.1% | +8.0% |
| 1Y | +23.0% | +25.7% | -2.7% | +13.5% |
| 3Y | +92.9% | +230.8% | -137.9% | +46.1% |
| 5Y | +95.6% | -8.8% | +104.4% | +54.8% |
| All | +134.9% | -0.7% | +135.6% | +83.9% |
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