-71.3%
QID vs RCAT
+331.8%
-403.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.2% |
| 7D | -7.1% | -5.9% | -1.2% | -7.5% |
| 30D | +12.6% | -19.7% | +32.3% | +11.3% |
| 3M | +14.2% | -62.9% | +77.1% | +5.3% |
| 6M | +6.2% | -59.6% | +65.8% | +0.5% |
| YTD | -21.8% | -52.1% | +30.3% | -23.4% |
| 1Y | -23.1% | -50.9% | +27.8% | -24.0% |
| 3Y | -71.3% | +333.8% | -405.1% | -71.6% |
| All | -71.3% | +331.8% | -403.1% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling