-100.0%
QID vs RCAT
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +0.5% |
| 7D | -11.8% | +15.6% | -27.4% | -11.7% |
| 30D | +14.2% | -24.1% | +38.3% | +14.1% |
| 3M | +8.8% | -61.9% | +70.6% | +8.4% |
| 6M | +1.5% | -64.3% | +65.8% | +1.2% |
| YTD | -23.8% | -50.4% | +26.6% | -23.8% |
| 1Y | -22.0% | -54.0% | +32.0% | -22.0% |
| 3Y | -71.9% | +347.2% | -419.1% | -71.6% |
| 5Y | -77.6% | +45.7% | -123.3% | -77.4% |
| 10Y | -99.1% | -99.7% | +0.7% | -99.1% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
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