+208.0%
RDDT vs QLD
+97.5%
+110.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +7.8% |
| 7D | -0.4% | -2.6% | +2.2% | +1.5% |
| 30D | -0.5% | -3.3% | +2.7% | +1.8% |
| 3M | -9.8% | +1.8% | -11.6% | -12.7% |
| 6M | +15.8% | +29.7% | -13.9% | -10.0% |
| YTD | -32.4% | +25.1% | -57.5% | -46.2% |
| 1Y | -40.0% | +37.1% | -77.2% | -55.8% |
| All | +208.0% | +97.5% | +110.5% | +57.9% |
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