+7,256.1%
QLD vs RCAT
-100.0%
+7,356.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.9% | +2.1% | -12.7% |
| 7D | -18.6% | -32.6% | +14.0% | -18.4% |
| 30D | -28.3% | -46.3% | +18.0% | -28.1% |
| 3M | -20.4% | -60.7% | +40.3% | -20.1% |
| 6M | -14.3% | -67.4% | +53.1% | -13.9% |
| YTD | +2.8% | -57.1% | +59.8% | +3.0% |
| 1Y | -1.2% | -63.8% | +62.6% | -0.9% |
| 3Y | +135.3% | +268.1% | -132.8% | +133.9% |
| 5Y | +62.6% | +25.2% | +37.4% | +61.8% |
| 10Y | +1,384.3% | -99.7% | +1,484.0% | +1,380.2% |
| All | +7,256.1% | -100.0% | +7,356.1% | +7,706.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling