+76.4%
BND vs RBA
+504.1%
-427.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.1% | -2.9% | +2.8% | -0.1% |
| 30D | -0.4% | -12.3% | +11.9% | -0.3% |
| 3M | -0.6% | -20.5% | +19.9% | -0.6% |
| 6M | -1.4% | -18.5% | +17.1% | -1.4% |
| YTD | -0.2% | -18.2% | +18.0% | -0.2% |
| 1Y | +1.3% | -27.5% | +28.8% | +1.4% |
| 3Y | +13.2% | +38.1% | -24.9% | +13.1% |
| 5Y | -1.6% | +44.8% | -46.4% | -1.6% |
| 10Y | +15.5% | +187.1% | -171.7% | +16.0% |
| All | +76.4% | +504.1% | -427.7% | +80.8% |
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