-27.6%
RCAT vs MKTX
-10.6%
-17.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -22.9% | +0.7% | -23.6% | -22.9% |
| 3M | -33.7% | +40.8% | -74.5% | -33.5% |
| 6M | -50.7% | -8.0% | -42.7% | -54.7% |
| YTD | +0.4% | -8.7% | +9.1% | -7.5% |
| 1Y | -27.6% | -11.8% | -15.8% | -33.7% |
| All | -27.6% | -10.6% | -17.1% | -33.7% |
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