-98.5%
RCAT vs MKTX
+5.0%
-103.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -22.9% | +0.7% | -23.6% | -23.0% |
| 3M | -33.7% | +40.8% | -74.5% | -39.1% |
| 6M | -50.7% | -8.0% | -42.7% | -50.2% |
| YTD | +0.4% | -8.7% | +9.1% | +1.3% |
| 1Y | -27.6% | -11.8% | -15.8% | -26.6% |
| 3Y | +753.2% | -24.0% | +777.2% | +760.5% |
| 5Y | +183.3% | -60.3% | +243.6% | +237.7% |
| All | -98.5% | +5.0% | -103.6% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling