+133.1%
QSR vs RCAT
-98.5%
+231.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -4.0% |
| 30D | +2.8% | -22.9% | +25.6% | +2.8% |
| 3M | +5.1% | -33.7% | +38.8% | +5.2% |
| 6M | +8.8% | -50.7% | +59.5% | +9.0% |
| YTD | +14.8% | +0.4% | +14.5% | +14.7% |
| 1Y | +25.7% | -27.6% | +53.4% | +25.6% |
| 3Y | +27.5% | +753.2% | -725.6% | +25.9% |
| 5Y | +41.3% | +183.3% | -142.0% | +39.6% |
| All | +133.1% | -98.5% | +231.6% | +132.6% |
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