-1.6%
BND vs RY
+123.7%
-125.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +2.3% | +5.9% | -3.6% | +1.9% |
| 3M | -0.2% | -4.3% | +4.1% | 0.0% |
| 6M | -1.0% | +12.1% | -13.1% | -1.7% |
| YTD | -0.4% | +20.3% | -20.6% | -1.6% |
| 1Y | -0.1% | +41.0% | -41.1% | -2.3% |
| 3Y | +15.1% | +157.5% | -142.4% | +8.4% |
| All | -1.6% | +123.7% | -125.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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