+139.4%
QLD vs RCAT
+339.1%
-199.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.1% | +0.6% |
| 7D | -10.3% | -12.7% | +2.5% | -9.2% |
| 30D | -26.1% | -34.3% | +8.2% | -23.1% |
| 3M | -17.8% | -53.4% | +35.7% | -11.8% |
| 6M | -15.6% | -62.0% | +46.4% | -8.5% |
| YTD | +5.4% | -49.1% | +54.4% | +9.7% |
| 1Y | +5.2% | -53.1% | +58.4% | +9.7% |
| 3Y | +139.4% | +318.7% | -179.2% | +157.6% |
| All | +139.4% | +339.1% | -199.7% | +157.6% |
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