+1,982.8%
QQQ vs RCAT
-100.0%
+2,082.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.2% |
| 7D | +3.6% | -5.9% | +9.6% | +3.6% |
| 30D | -6.7% | -19.7% | +12.9% | -6.7% |
| 3M | -7.0% | -62.9% | +55.8% | -6.8% |
| 6M | -4.7% | -59.6% | +54.9% | -4.5% |
| YTD | +11.1% | -52.1% | +63.1% | +11.2% |
| 1Y | +12.3% | -50.9% | +63.2% | +12.4% |
| 3Y | +83.3% | +333.8% | -250.5% | +82.3% |
| 5Y | +77.5% | +40.7% | +36.7% | +76.6% |
| 10Y | +528.3% | -99.8% | +628.0% | +513.9% |
| All | +1,982.8% | -100.0% | +2,082.8% | +1,663.4% |
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