+74.9%
BND vs RL
+459.4%
-384.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | 0.0% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | +1.2% | +5.6% | -4.4% | +1.2% |
| 3M | -0.8% | -0.6% | -0.2% | -0.8% |
| 6M | -1.4% | +15.5% | -16.9% | -1.3% |
| YTD | -1.1% | +12.3% | -13.4% | -1.0% |
| 1Y | -1.0% | +19.3% | -20.3% | -0.9% |
| 3Y | +14.0% | +255.5% | -241.5% | +15.3% |
| 5Y | -1.4% | +247.1% | -248.5% | -0.3% |
| 10Y | +17.5% | +346.0% | -328.6% | +19.9% |
| All | +74.9% | +459.4% | -384.5% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling