-2.5%
BND vs RCAT
+177.7%
-180.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.0% | -24.2% | +23.2% | -0.9% |
| 3M | -1.2% | -25.8% | +24.6% | -1.2% |
| 6M | -2.0% | -44.9% | +42.9% | -2.0% |
| YTD | -1.2% | +1.9% | -3.1% | -1.2% |
| 1Y | -0.5% | -5.2% | +4.7% | -0.5% |
| 3Y | +12.4% | +759.6% | -747.2% | +12.0% |
| 5Y | -2.5% | +187.5% | -190.0% | -2.9% |
| All | -2.5% | +177.7% | -180.1% | -2.9% |
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