+74.4%
BND vs RBA
+581.6%
-507.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | -1.4% | -0.5% | -0.8% | -1.4% |
| 30D | +0.8% | +6.8% | -6.0% | +0.8% |
| 3M | -1.2% | +9.5% | -10.7% | -1.2% |
| 6M | -1.4% | -8.2% | +6.8% | -1.4% |
| YTD | -1.3% | -7.7% | +6.4% | -1.3% |
| 1Y | -1.2% | -6.9% | +5.7% | -1.2% |
| 3Y | +13.7% | +61.6% | -47.9% | +13.5% |
| 5Y | -1.7% | +44.7% | -46.4% | -1.9% |
| 10Y | +17.2% | +205.3% | -188.2% | +17.5% |
| All | +74.4% | +581.6% | -507.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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