+62.6%
QLD vs RCAT
+25.6%
+36.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.9% | +2.1% | -11.1% |
| 7D | -18.6% | -32.6% | +14.0% | -15.0% |
| 30D | -28.3% | -46.3% | +18.0% | -23.4% |
| 3M | -20.4% | -60.7% | +40.3% | -12.5% |
| 6M | -14.3% | -67.4% | +53.1% | -4.9% |
| YTD | +2.8% | -57.1% | +59.8% | +8.9% |
| 1Y | -1.2% | -63.8% | +62.6% | +5.8% |
| 3Y | +135.3% | +268.1% | -132.8% | +93.4% |
| 5Y | +62.6% | +25.2% | +37.4% | +48.7% |
| All | +62.6% | +25.6% | +36.9% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling