+182.3%
RCAT vs MKTX
-61.3%
+243.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | -18.7% | +1.0% | -19.7% | -18.8% |
| 3M | -29.3% | +40.8% | -70.1% | -33.5% |
| 6M | -42.3% | -10.9% | -31.4% | -41.5% |
| YTD | +2.5% | -8.6% | +11.1% | +3.3% |
| 1Y | -5.7% | -11.6% | +5.9% | -4.5% |
| 3Y | +764.9% | -24.5% | +789.4% | +763.4% |
| 5Y | +182.3% | -60.7% | +243.0% | +197.0% |
| All | +182.3% | -61.3% | +243.6% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling