-99.9%
RCAT vs MKTX
+1,445.7%
-1,545.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | -5.6% | +1.0% | -6.6% | -5.6% |
| 3M | -30.2% | +41.3% | -71.5% | -29.6% |
| 6M | -43.4% | -11.3% | -32.1% | -43.6% |
| YTD | +9.6% | -8.6% | +18.2% | +9.4% |
| 1Y | -2.0% | -11.1% | +9.1% | -2.2% |
| 3Y | +825.0% | -24.5% | +849.5% | +821.8% |
| 5Y | +199.8% | -61.4% | +261.2% | +189.7% |
| 10Y | -98.4% | +6.8% | -105.2% | -98.3% |
| All | -99.9% | +1,445.7% | -1,545.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling