+212.8%
RDDT vs QSR
+3.1%
+209.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.5% |
| 7D | +2.1% | -4.0% | +6.1% | +2.7% |
| 30D | +2.8% | +2.8% | +0.1% | +2.7% |
| 3M | -8.9% | +5.1% | -14.0% | -9.2% |
| 6M | +15.1% | +8.8% | +6.3% | +13.9% |
| YTD | -31.4% | +14.8% | -46.2% | -32.5% |
| 1Y | -39.4% | +25.7% | -65.2% | -41.5% |
| All | +212.8% | +3.1% | +209.7% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling