+17.6%
BND vs RL
+342.1%
-324.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | +2.4% | -3.8% | -1.4% |
| 30D | +0.8% | +4.6% | -3.7% | +0.8% |
| 3M | -1.2% | -1.1% | -0.1% | -1.2% |
| 6M | -1.4% | +16.5% | -17.9% | -1.5% |
| YTD | -1.3% | +11.4% | -12.7% | -1.4% |
| 1Y | -1.2% | +16.1% | -17.3% | -1.4% |
| 3Y | +13.7% | +252.6% | -238.9% | +13.0% |
| 5Y | -1.7% | +244.9% | -246.6% | -2.5% |
| All | +17.6% | +342.1% | -324.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling