-47.3%
QS vs RCAT
+803.3%
-850.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.1% | -5.9% |
| 7D | -4.2% | -2.3% | -1.9% | -4.0% |
| 30D | -15.7% | -18.7% | +3.0% | -13.9% |
| 3M | -28.7% | -29.3% | +0.6% | -26.3% |
| 6M | -23.2% | -42.3% | +19.1% | -19.8% |
| YTD | -49.9% | +2.5% | -52.4% | -50.5% |
| 1Y | -38.8% | -5.7% | -33.1% | -39.2% |
| 3Y | -24.0% | +764.9% | -788.9% | -35.8% |
| 5Y | -75.6% | +182.3% | -257.9% | -79.0% |
| All | -47.3% | +803.3% | -850.6% | -49.1% |
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