-57.5%
QS vs RCAT
+376.7%
-434.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.6% |
| 7D | -5.0% | +7.2% | -12.2% | -5.8% |
| 30D | -1.4% | -20.4% | +19.0% | +0.7% |
| 3M | -33.6% | -59.8% | +26.2% | -27.3% |
| 6M | -47.6% | -61.9% | +14.3% | -42.6% |
| YTD | -59.6% | -45.9% | -13.7% | -57.5% |
| 1Y | -73.5% | -50.5% | -23.0% | -72.0% |
| 3Y | -23.0% | +387.5% | -410.5% | -31.0% |
| 5Y | -89.4% | +70.9% | -160.3% | -90.3% |
| All | -57.5% | +376.7% | -434.1% | -56.2% |
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