+204.1%
QSR vs RCAT
-99.7%
+303.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.4% |
| 30D | +7.6% | -3.3% | +11.0% | +7.6% |
| 3M | +12.6% | -43.2% | +55.8% | +12.8% |
| 6M | +14.4% | -43.2% | +57.5% | +14.5% |
| YTD | +19.6% | +5.5% | +14.1% | +19.4% |
| 1Y | +33.9% | -1.6% | +35.5% | +33.6% |
| 3Y | +27.1% | +773.7% | -746.6% | +25.4% |
| 5Y | +48.5% | +187.6% | -139.1% | +46.7% |
| 10Y | +126.2% | -98.5% | +224.7% | +126.9% |
| All | +204.1% | -99.7% | +303.8% | +197.7% |
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