+196.2%
RDDT vs QLD
+103.2%
+93.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +3.3% | +3.0% | +0.3% | +0.9% |
| 30D | -7.6% | -1.8% | -5.8% | -6.4% |
| 3M | -12.7% | -1.8% | -10.9% | -12.9% |
| 6M | +7.2% | +36.9% | -29.7% | -20.2% |
| YTD | -35.0% | +28.7% | -63.7% | -49.3% |
| 1Y | -35.0% | +41.9% | -76.9% | -53.3% |
| All | +196.2% | +103.2% | +93.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling