+27.6%
QSR vs RCAT
+738.1%
-710.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.6% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | +5.7% | -18.7% | +24.4% | +5.8% |
| 3M | +6.9% | -29.3% | +36.2% | +7.1% |
| 6M | +6.9% | -42.3% | +49.2% | +7.0% |
| YTD | +14.9% | +2.5% | +12.4% | +14.4% |
| 1Y | +29.1% | -5.7% | +34.8% | +28.4% |
| All | +27.6% | +738.1% | -710.5% | +21.9% |
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