+76.1%
BND vs RY
+721.8%
-645.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +2.3% | +5.9% | -3.6% | +2.3% |
| 3M | -0.2% | -4.3% | +4.1% | -0.2% |
| 6M | -1.0% | +12.1% | -13.1% | -1.0% |
| YTD | -0.4% | +20.3% | -20.6% | -0.3% |
| 1Y | -0.1% | +41.0% | -41.1% | -0.1% |
| 3Y | +15.1% | +157.5% | -142.4% | +15.5% |
| 5Y | -1.5% | +123.2% | -124.7% | -1.3% |
| 10Y | +16.0% | +365.7% | -349.6% | +17.5% |
| All | +76.1% | +721.8% | -645.7% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling