+42.3%
QSR vs RCAT
+184.3%
-142.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | +5.7% | -18.7% | +24.4% | +5.9% |
| 3M | +6.9% | -29.3% | +36.2% | +7.3% |
| 6M | +6.9% | -42.3% | +49.2% | +7.2% |
| YTD | +14.9% | +2.5% | +12.4% | +13.9% |
| 1Y | +29.1% | -5.7% | +34.8% | +27.7% |
| 3Y | +26.1% | +764.9% | -738.8% | +15.2% |
| 5Y | +42.3% | +182.3% | -140.0% | +31.1% |
| All | +42.3% | +184.3% | -142.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling