+75.8%
BND vs RRX
+363.7%
-287.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | -0.2% | -8.0% | +7.7% | -0.3% |
| 3M | -0.7% | -25.1% | +24.4% | -0.8% |
| 6M | -1.7% | -18.3% | +16.6% | -1.7% |
| YTD | -0.5% | +14.2% | -14.7% | -0.3% |
| 1Y | +0.4% | +13.0% | -12.7% | +0.6% |
| 3Y | +13.1% | +4.2% | +9.0% | +13.5% |
| 5Y | -2.1% | +17.9% | -20.0% | -1.5% |
| 10Y | +15.7% | +220.4% | -204.7% | +19.4% |
| All | +75.8% | +363.7% | -287.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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