+11.1%
RDW vs QSR
+23.8%
-12.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.5% | -10.4% | -1.7% |
| 7D | -14.3% | +5.2% | -19.5% | -11.4% |
| 30D | -26.0% | +12.2% | -38.2% | -20.7% |
| 3M | -27.4% | +7.0% | -34.4% | -23.7% |
| 6M | -10.6% | -0.3% | -10.3% | -5.4% |
| YTD | +1.6% | +18.0% | -16.4% | +6.2% |
| 1Y | +11.1% | +22.6% | -11.6% | +15.6% |
| All | +11.1% | +23.8% | -12.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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