+13.6%
BND vs DD
+88.8%
-75.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.4% | +5.0% | -6.4% | -1.6% |
| 30D | +0.6% | +19.7% | -19.1% | +0.1% |
| 3M | -1.6% | +7.2% | -8.8% | -1.8% |
| 6M | -1.5% | +1.0% | -2.6% | -1.7% |
| YTD | -1.5% | +29.1% | -30.6% | -2.2% |
| 1Y | -1.1% | +28.5% | -29.6% | -1.8% |
| 3Y | +13.6% | +89.4% | -75.8% | +9.6% |
| All | +13.6% | +88.8% | -75.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling