+1,520.2%
QLD vs RCAT
-99.7%
+1,620.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | -1.2% | +7.2% | -8.4% | -1.3% |
| 30D | -15.7% | -20.4% | +4.7% | -15.4% |
| 3M | -10.0% | -59.8% | +49.7% | -8.9% |
| 6M | -11.2% | -61.9% | +50.6% | -10.1% |
| YTD | +16.4% | -45.9% | +62.3% | +17.0% |
| 1Y | +12.7% | -50.5% | +63.2% | +13.3% |
| 3Y | +152.3% | +387.5% | -235.2% | +145.1% |
| 5Y | +91.8% | +70.9% | +20.8% | +87.2% |
| 10Y | +1,520.2% | -99.7% | +1,620.0% | +1,462.9% |
| All | +1,520.2% | -99.7% | +1,620.0% | +1,462.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling