+1,351.8%
QLD vs RCAT
-99.8%
+1,451.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.1% | +2.3% |
| 7D | -10.3% | -12.7% | +2.5% | -10.1% |
| 30D | -26.1% | -34.3% | +8.2% | -25.6% |
| 3M | -17.8% | -53.4% | +35.7% | -16.9% |
| 6M | -15.6% | -62.0% | +46.4% | -14.5% |
| YTD | +5.4% | -49.1% | +54.4% | +6.0% |
| 1Y | +5.2% | -53.1% | +58.4% | +5.9% |
| 3Y | +139.4% | +318.7% | -179.2% | +133.1% |
| 5Y | +66.7% | +48.5% | +18.2% | +63.0% |
| All | +1,351.8% | -99.8% | +1,451.6% | +1,311.0% |
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 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