+1,116.1%
QCOM vs RCAT
-100.0%
+1,216.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | +7.7% | -3.3% | +11.0% | +7.7% |
| 3M | -30.1% | -43.2% | +13.2% | -29.9% |
| 6M | +22.8% | -43.2% | +66.0% | +23.0% |
| YTD | +0.2% | +5.5% | -5.4% | +0.1% |
| 1Y | +7.9% | -1.6% | +9.5% | +7.7% |
| 3Y | +55.8% | +773.7% | -717.9% | +53.9% |
| 5Y | +30.1% | +187.6% | -157.6% | +28.7% |
| 10Y | +248.9% | -98.5% | +347.3% | +226.8% |
| All | +1,116.1% | -100.0% | +1,216.1% | +697.2% |
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