+2.0%
RDW vs QS
-90.7%
+92.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.0% |
| 7D | +0.9% | -3.6% | +4.5% | +2.2% |
| 30D | -21.3% | -17.2% | -4.0% | -15.7% |
| 3M | -37.9% | -27.0% | -10.9% | -30.4% |
| 6M | +12.3% | -24.6% | +36.8% | +26.0% |
| YTD | +39.7% | -49.3% | +89.1% | +80.7% |
| 1Y | +25.7% | -40.3% | +66.0% | +50.7% |
| 3Y | +230.8% | -23.8% | +254.7% | +205.0% |
| 5Y | -8.8% | -75.0% | +66.2% | +0.8% |
| All | +2.0% | -90.7% | +92.7% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling