+56.8%
RGTI vs BND
-2.6%
+59.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.9% |
| 7D | +0.5% | -1.0% | +1.5% | +2.9% |
| 30D | -17.1% | -1.1% | -16.0% | -14.9% |
| 3M | -26.0% | -1.9% | -24.1% | -22.5% |
| 6M | -9.9% | -1.6% | -8.2% | -5.3% |
| YTD | -31.1% | -1.2% | -29.8% | -28.3% |
| 1Y | -8.5% | -0.7% | -7.8% | -6.4% |
| 3Y | +652.2% | +12.5% | +639.7% | +478.6% |
| All | +56.8% | -2.6% | +59.4% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling