+2.0%
RDW vs QID
-87.6%
+89.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -3.7% |
| 7D | +0.9% | +1.3% | -0.4% | +1.8% |
| 30D | -21.3% | +2.9% | -24.2% | -19.2% |
| 3M | -37.9% | -0.7% | -37.1% | -35.5% |
| 6M | +12.3% | -29.7% | +41.9% | -3.2% |
| YTD | +39.7% | -27.9% | +67.6% | +25.9% |
| 1Y | +25.7% | -34.6% | +60.3% | +9.1% |
| 3Y | +230.8% | -73.5% | +304.4% | +104.9% |
| 5Y | -8.8% | -81.0% | +72.2% | -41.4% |
| All | +2.0% | -87.6% | +89.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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