-2.5%
BND vs RPRX
+72.5%
-74.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -0.9% | -8.0% | +7.1% | -0.7% |
| 30D | -1.0% | +2.1% | -3.0% | -1.0% |
| 3M | -1.2% | +8.2% | -9.4% | -1.5% |
| 6M | -2.0% | +28.9% | -30.9% | -2.9% |
| YTD | -1.2% | +54.1% | -55.3% | -2.6% |
| 1Y | -0.5% | +65.5% | -66.0% | -2.1% |
| 3Y | +12.4% | +117.3% | -104.9% | +9.3% |
| 5Y | -2.5% | +71.6% | -74.1% | -3.9% |
| All | -2.5% | +72.5% | -74.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling