+11.2%
QCOM vs RCAT
+46.9%
-35.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.6% | -13.1% | +4.4% |
| 7D | +0.4% | -12.7% | +13.1% | +1.0% |
| 30D | -6.6% | -34.3% | +27.7% | -4.5% |
| 3M | +3.7% | -53.4% | +57.1% | +7.8% |
| 6M | -13.3% | -62.0% | +48.6% | -9.3% |
| YTD | -1.8% | -49.1% | +47.3% | +0.4% |
| 1Y | -2.5% | -53.1% | +50.6% | -0.3% |
| 3Y | +47.0% | +318.7% | -271.7% | +34.7% |
| All | +11.2% | +46.9% | -35.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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