-47.7%
QS vs RCAT
+797.8%
-845.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -5.0% | -5.4% | +0.4% | -4.4% |
| 30D | -18.3% | -24.2% | +5.9% | -15.9% |
| 3M | -26.0% | -25.8% | -0.2% | -23.8% |
| 6M | -24.0% | -44.9% | +20.9% | -20.3% |
| YTD | -50.3% | +1.9% | -52.2% | -50.9% |
| 1Y | -38.0% | -5.2% | -32.8% | -38.4% |
| 3Y | -24.6% | +759.6% | -784.2% | -36.3% |
| 5Y | -75.4% | +187.5% | -263.0% | -78.8% |
| All | -47.7% | +797.8% | -845.5% | -49.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling