+76.4%
BND vs RIG
-92.4%
+168.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | 0.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.1% |
| 30D | -0.4% | +13.8% | -14.2% | -0.3% |
| 3M | -0.6% | -6.4% | +5.8% | -0.6% |
| 6M | -1.4% | -8.2% | +6.7% | -1.5% |
| YTD | -0.2% | +41.6% | -41.9% | 0.0% |
| 1Y | +1.3% | +88.7% | -87.4% | +1.6% |
| 3Y | +13.2% | -30.9% | +44.0% | +13.2% |
| 5Y | -1.6% | +57.7% | -59.2% | -1.0% |
| 10Y | +15.5% | -39.3% | +54.7% | +15.7% |
| All | +76.4% | -92.4% | +168.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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