+333.8%
RCAT vs MKTX
-22.1%
+355.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.4% |
| 7D | -5.9% | +0.2% | -6.2% | -5.9% |
| 30D | -19.7% | +0.9% | -20.6% | -19.7% |
| 3M | -62.9% | +2.6% | -65.4% | -62.8% |
| 6M | -59.6% | +20.4% | -80.0% | -59.7% |
| YTD | -52.1% | -7.1% | -45.0% | -53.2% |
| 1Y | -50.9% | -2.8% | -48.1% | -52.1% |
| 3Y | +333.8% | -21.7% | +355.5% | +355.9% |
| All | +333.8% | -22.1% | +355.9% | +355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling