-57.8%
RCAT vs MKTX
+5.4%
-63.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -18.5% | +0.5% | -19.0% | -18.6% |
| 30D | -37.0% | +1.0% | -37.9% | -37.0% |
| 3M | -54.9% | +2.5% | -57.4% | -55.0% |
| 6M | -63.6% | +8.0% | -71.7% | -64.5% |
| YTD | -49.6% | -7.3% | -42.3% | -50.3% |
| 1Y | -57.8% | +4.7% | -62.5% | -62.3% |
| All | -57.8% | +5.4% | -63.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling