-1.8%
BND vs DD
+58.1%
-60.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -0.1% | -3.8% | +3.6% | 0.0% |
| 30D | -0.2% | -9.2% | +9.0% | 0.0% |
| 3M | -0.7% | -9.0% | +8.3% | -0.5% |
| 6M | -1.7% | -5.0% | +3.3% | -1.6% |
| YTD | -0.5% | +7.4% | -7.9% | -0.8% |
| 1Y | +0.4% | +35.1% | -34.8% | -0.4% |
| 3Y | +13.1% | +43.2% | -30.1% | +11.7% |
| All | -1.8% | +58.1% | -60.0% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling