-1.5%
BND vs RCAT
+63.2%
-64.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.7% |
| 7D | -0.1% | -5.6% | +5.5% | -0.1% |
| 30D | +1.3% | -27.0% | +28.3% | +1.3% |
| 3M | -0.7% | -57.9% | +57.2% | -0.6% |
| 6M | -1.6% | -59.4% | +57.8% | -1.5% |
| YTD | -1.0% | -46.9% | +45.9% | -1.0% |
| 1Y | -0.7% | -54.0% | +53.4% | -0.6% |
| 3Y | +14.1% | +378.4% | -364.3% | +13.5% |
| 5Y | -1.5% | +61.9% | -63.5% | -1.9% |
| All | -1.5% | +63.2% | -64.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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