+552.9%
QQQ vs RCAT
-98.5%
+651.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.1% |
| 7D | -1.3% | -5.4% | +4.1% | -1.2% |
| 30D | -1.4% | -24.2% | +22.8% | -1.2% |
| 3M | +2.3% | -25.8% | +28.1% | +2.4% |
| 6M | +16.9% | -44.9% | +61.8% | +17.2% |
| YTD | +15.6% | +1.9% | +13.7% | +15.4% |
| 1Y | +22.6% | -5.2% | +27.8% | +22.3% |
| 3Y | +93.5% | +759.6% | -666.0% | +89.8% |
| 5Y | +93.9% | +187.5% | -93.6% | +90.5% |
| All | +552.9% | -98.5% | +651.4% | +538.2% |
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