-1.8%
BND vs DOC
-22.1%
+20.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +0.4% | +6.2% | -5.9% | -0.1% |
| 30D | +2.3% | +6.5% | -4.1% | +1.8% |
| 3M | -0.8% | -6.2% | +5.5% | -0.4% |
| 6M | -0.8% | +25.6% | -26.4% | -2.7% |
| YTD | -0.6% | +32.1% | -32.7% | -3.0% |
| 1Y | 0.0% | +20.3% | -20.3% | -1.6% |
| 3Y | +14.3% | +42.7% | -28.4% | +10.0% |
| 5Y | -1.8% | -22.2% | +20.4% | -2.0% |
| All | -1.8% | -22.1% | +20.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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