+95.2%
RDDT vs QLD
+78.0%
+17.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.8% |
| 7D | +3.5% | +7.0% | -3.5% | -1.7% |
| 30D | -33.7% | -14.3% | -19.4% | -24.5% |
| 3M | -37.7% | -16.0% | -21.7% | -28.3% |
| 6M | -36.1% | -14.2% | -21.9% | -29.3% |
| YTD | -57.2% | +12.8% | -69.9% | -62.8% |
| 1Y | -48.0% | +14.1% | -62.1% | -55.4% |
| All | +95.2% | +78.0% | +17.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling