+2.0%
RDW vs BND
-2.5%
+4.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -1.0% | +1.9% | +2.1% |
| 30D | -21.3% | -1.1% | -20.2% | -20.2% |
| 3M | -37.9% | -1.9% | -36.0% | -36.4% |
| 6M | +12.3% | -1.6% | +13.9% | +15.1% |
| YTD | +39.7% | -1.2% | +41.0% | +42.6% |
| 1Y | +25.7% | -0.7% | +26.4% | +27.6% |
| 3Y | +230.8% | +12.5% | +218.3% | +197.3% |
| 5Y | -8.8% | -2.5% | -6.2% | -13.4% |
| All | +2.0% | -2.5% | +4.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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