+4.4%
RDW vs QS
-90.8%
+95.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +4.8% | -5.0% | +9.8% | +6.8% |
| 30D | -19.5% | -18.3% | -1.2% | -13.4% |
| 3M | -26.9% | -26.0% | -0.9% | -18.3% |
| 6M | +17.8% | -24.0% | +41.8% | +32.0% |
| YTD | +43.0% | -50.3% | +93.3% | +86.3% |
| 1Y | +32.1% | -38.0% | +70.0% | +56.7% |
| 3Y | +250.6% | -24.6% | +275.2% | +224.7% |
| 5Y | -6.6% | -75.4% | +68.8% | +3.9% |
| All | +4.4% | -90.8% | +95.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling