-22.2%
RKT vs BND
-2.9%
-19.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.1% | -0.1% | +2.3% | +2.8% |
| 30D | +1.4% | -0.4% | +1.8% | +3.3% |
| 3M | +6.3% | -0.6% | +6.9% | +10.6% |
| 6M | -15.5% | -1.4% | -14.0% | -8.0% |
| YTD | -27.4% | -0.2% | -27.1% | -24.4% |
| 1Y | -26.6% | +1.3% | -27.9% | -27.5% |
| 3Y | +41.2% | +13.2% | +28.1% | +0.6% |
| 5Y | -6.4% | -1.6% | -4.9% | +9.8% |
| All | -22.2% | -2.9% | -19.4% | +11.4% |
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