-45.7%
RDDT vs QSR
+23.8%
-69.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.5% | +0.5% | +4.5% |
| 7D | -24.4% | +5.2% | -29.5% | -25.4% |
| 30D | -32.3% | +12.2% | -44.4% | -33.9% |
| 3M | -36.3% | +7.0% | -43.3% | -36.8% |
| 6M | -39.7% | -0.3% | -39.4% | -39.4% |
| YTD | -55.7% | +18.0% | -73.7% | -56.3% |
| 1Y | -45.7% | +22.6% | -68.4% | -46.8% |
| All | -45.7% | +23.8% | -69.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling