+206.2%
RDDT vs QLD
+103.5%
+102.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.5% |
| 30D | -0.5% | -0.1% | -0.4% | -0.4% |
| 3M | -16.0% | -8.4% | -7.7% | -11.6% |
| 6M | +4.9% | +32.2% | -27.3% | -19.6% |
| YTD | -32.8% | +28.9% | -61.7% | -47.7% |
| 1Y | -33.5% | +43.8% | -77.3% | -52.7% |
| All | +206.2% | +103.5% | +102.7% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling