+2.0%
RDW vs QSR
+47.5%
-45.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.9% | -4.0% | +4.9% | +3.0% |
| 30D | -21.3% | +2.8% | -24.0% | -22.7% |
| 3M | -37.9% | +5.1% | -42.9% | -40.6% |
| 6M | +12.3% | +8.8% | +3.5% | +2.7% |
| YTD | +39.7% | +14.8% | +24.9% | +22.8% |
| 1Y | +25.7% | +25.7% | 0.0% | +2.6% |
| 3Y | +230.8% | +27.5% | +203.3% | +166.1% |
| 5Y | -8.8% | +41.3% | -50.0% | -37.1% |
| All | +2.0% | +47.5% | -45.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling