-53.8%
QS vs RCAT
+400.0%
-453.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.4% | -4.6% | +5.6% |
| 7D | +13.7% | +1.1% | +12.6% | +13.2% |
| 30D | -0.2% | -22.0% | +21.8% | +2.1% |
| 3M | -24.8% | -51.1% | +26.3% | -19.3% |
| 6M | -39.4% | -56.6% | +17.2% | -34.5% |
| YTD | -56.1% | -43.3% | -12.9% | -54.1% |
| 1Y | -72.5% | -51.5% | -21.0% | -70.9% |
| 3Y | -16.3% | +411.4% | -427.7% | -25.3% |
| 5Y | -87.6% | +74.4% | -162.0% | -88.6% |
| All | -53.8% | +400.0% | -453.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling