-73.5%
QS vs RCAT
-51.9%
-21.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.0% |
| 7D | -5.0% | +7.2% | -12.2% | -7.8% |
| 30D | -1.4% | -20.4% | +19.0% | +5.0% |
| 3M | -33.6% | -59.8% | +26.2% | -11.6% |
| 6M | -47.6% | -61.9% | +14.3% | -30.8% |
| YTD | -59.6% | -45.9% | -13.7% | -57.0% |
| 1Y | -73.5% | -50.5% | -23.0% | -71.2% |
| All | -73.5% | -51.9% | -21.7% | -71.2% |
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 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