+1,029.7%
QCOM vs RCAT
-100.0%
+1,129.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.9% | +5.4% | -9.4% |
| 7D | -15.5% | -32.6% | +17.1% | -15.3% |
| 30D | -13.4% | -46.3% | +32.9% | -13.2% |
| 3M | 0.0% | -60.7% | +60.7% | +0.4% |
| 6M | -15.2% | -67.4% | +52.1% | -14.9% |
| YTD | -6.9% | -57.1% | +50.1% | -6.7% |
| 1Y | -11.0% | -63.8% | +52.8% | -10.7% |
| 3Y | +39.8% | +268.1% | -228.4% | +38.5% |
| 5Y | +7.2% | +25.2% | -18.0% | +6.4% |
| 10Y | +207.7% | -99.7% | +307.4% | +189.7% |
| All | +1,029.7% | -100.0% | +1,129.7% | +643.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling