+188.6%
QSR vs RCAT
-99.8%
+288.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | -2.9% | -5.9% | +3.0% | -2.9% |
| 30D | +4.1% | -19.7% | +23.8% | +4.2% |
| 3M | -0.7% | -62.9% | +62.2% | -0.4% |
| 6M | +0.4% | -59.6% | +60.0% | +0.6% |
| YTD | +13.5% | -52.1% | +65.6% | +13.6% |
| 1Y | +11.0% | -50.9% | +61.9% | +11.0% |
| 3Y | +22.0% | +333.8% | -311.8% | +20.6% |
| 5Y | +57.1% | +40.7% | +16.3% | +55.5% |
| 10Y | +138.3% | -99.8% | +238.0% | +141.4% |
| All | +188.6% | -99.8% | +288.5% | +183.2% |
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