+11.1%
RDW vs QS
-71.4%
+82.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.5% | -12.5% | -11.6% |
| 7D | -14.3% | +4.5% | -18.8% | -18.1% |
| 30D | -26.0% | -4.1% | -21.9% | -24.1% |
| 3M | -27.4% | -22.1% | -5.2% | -9.8% |
| 6M | -10.6% | -38.4% | +27.7% | +35.9% |
| YTD | +1.6% | -57.5% | +59.1% | +135.0% |
| 1Y | +11.1% | -71.3% | +82.4% | +273.1% |
| All | +11.1% | -71.4% | +82.5% | +273.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling