+22.1%
QSR vs RCAT
+347.2%
-325.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.7% | -1.5% |
| 7D | -3.9% | +15.6% | -19.5% | -3.9% |
| 30D | +5.9% | -24.1% | +30.0% | +6.0% |
| 3M | +1.7% | -61.9% | +63.5% | +2.0% |
| 6M | -1.9% | -64.3% | +62.5% | -1.6% |
| YTD | +13.6% | -50.4% | +64.0% | +13.3% |
| 1Y | +13.1% | -54.0% | +67.2% | +12.8% |
| All | +22.1% | +347.2% | -325.1% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling