+227.8%
TQQQ vs RDW
-0.7%
+228.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | -4.9% | -21.3% | +16.4% | +1.4% |
| 3M | -6.4% | -37.9% | +31.5% | +4.9% |
| 6M | +44.4% | +12.3% | +32.1% | +31.0% |
| YTD | +35.2% | +39.7% | -4.6% | +9.6% |
| 1Y | +49.5% | +25.7% | +23.8% | +20.4% |
| 3Y | +250.7% | +230.8% | +19.9% | +62.4% |
| 5Y | +104.7% | -8.8% | +113.5% | +15.1% |
| All | +227.8% | -0.7% | +228.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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