-6.1%
RDW vs QS
-74.9%
+68.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.1% |
| 7D | +0.9% | -3.6% | +4.5% | +2.4% |
| 30D | -21.3% | -17.2% | -4.0% | -14.8% |
| 3M | -37.9% | -27.0% | -10.9% | -29.2% |
| 6M | +12.3% | -24.6% | +36.8% | +28.0% |
| YTD | +39.7% | -49.3% | +89.1% | +87.9% |
| 1Y | +25.7% | -40.3% | +66.0% | +53.7% |
| 3Y | +230.8% | -23.8% | +254.7% | +186.2% |
| All | -6.1% | -74.9% | +68.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling