-22.0%
QID vs RCAT
-59.1%
+37.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.3% | +8.5% | -3.5% |
| 7D | +9.8% | -18.5% | +28.3% | +6.3% |
| 30D | +18.9% | -37.0% | +55.9% | +11.2% |
| 3M | +9.6% | -54.9% | +64.4% | -2.0% |
| 6M | -7.8% | -63.6% | +55.8% | -17.8% |
| YTD | -23.3% | -49.6% | +26.2% | -25.9% |
| 1Y | -22.0% | -57.8% | +35.8% | -26.2% |
| All | -22.0% | -59.1% | +37.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling