+208.0%
RDDT vs QS
-14.2%
+222.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.8% | +6.2% |
| 7D | -0.4% | -5.0% | +4.5% | +0.4% |
| 30D | -0.5% | -18.3% | +17.8% | +2.9% |
| 3M | -9.8% | -26.0% | +16.2% | -5.4% |
| 6M | +15.8% | -24.0% | +39.9% | +20.3% |
| YTD | -32.4% | -50.3% | +17.9% | -25.8% |
| 1Y | -40.0% | -38.0% | -2.1% | -36.6% |
| All | +208.0% | -14.2% | +222.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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