+25.7%
RDW vs QS
-36.7%
+62.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.5% |
| 7D | +0.9% | -3.6% | +4.5% | +3.3% |
| 30D | -21.3% | -17.2% | -4.0% | -11.2% |
| 3M | -37.9% | -27.0% | -10.9% | -24.8% |
| 6M | +12.3% | -24.6% | +36.8% | +35.9% |
| YTD | +39.7% | -49.3% | +89.1% | +105.4% |
| 1Y | +25.7% | -40.3% | +66.0% | +103.5% |
| All | +25.7% | -36.7% | +62.4% | +103.5% |
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