-80.8%
QID vs RCAT
+192.8%
-273.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.7% |
| 7D | -2.7% | +5.4% | -8.1% | -2.2% |
| 30D | +1.8% | -5.6% | +7.4% | +1.5% |
| 3M | -2.2% | -30.2% | +28.1% | -3.9% |
| 6M | -32.1% | -43.4% | +11.3% | -33.3% |
| YTD | -28.6% | +9.6% | -38.2% | -24.7% |
| 1Y | -36.3% | -2.0% | -34.3% | -32.1% |
| 3Y | -74.4% | +825.0% | -899.4% | -65.4% |
| 5Y | -80.8% | +199.8% | -280.6% | -74.3% |
| All | -80.8% | +192.8% | -273.5% | -74.3% |
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