+76.4%
BND vs RRC
+31.8%
+44.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.1% | +1.3% | -1.5% | -0.1% |
| 30D | -0.4% | +10.1% | -10.5% | -0.3% |
| 3M | -0.6% | +4.0% | -4.6% | -0.6% |
| 6M | -1.4% | +1.6% | -3.0% | -1.4% |
| YTD | -0.2% | +19.7% | -19.9% | -0.1% |
| 1Y | +1.3% | +21.4% | -20.1% | +1.4% |
| 3Y | +13.2% | +29.7% | -16.5% | +13.5% |
| 5Y | -1.6% | +153.9% | -155.4% | -0.6% |
| 10Y | +15.5% | +10.8% | +4.7% | +15.8% |
| All | +76.4% | +31.8% | +44.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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