+176.1%
QLD vs RCAT
+762.9%
-586.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | -0.1% | -3.3% | +3.2% | 0.0% |
| 3M | -8.4% | -43.2% | +34.9% | -4.1% |
| 6M | +32.2% | -43.2% | +75.4% | +36.6% |
| YTD | +28.9% | +5.5% | +23.4% | +25.4% |
| 1Y | +43.8% | -1.6% | +45.5% | +38.9% |
| All | +176.1% | +762.9% | -586.8% | +170.8% |
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