-71.3%
QS vs RCAT
-59.1%
-12.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -10.3% | +17.8% | +11.0% |
| 7D | +4.5% | -18.5% | +23.0% | +11.4% |
| 30D | -4.1% | -37.0% | +32.8% | +11.4% |
| 3M | -22.1% | -54.9% | +32.7% | +0.7% |
| 6M | -38.4% | -63.6% | +25.2% | -16.6% |
| YTD | -57.5% | -49.6% | -7.9% | -53.4% |
| 1Y | -71.3% | -57.8% | -13.5% | -66.5% |
| All | -71.3% | -59.1% | -12.2% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling