-1.9%
BND vs DRI
+71.2%
-73.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.1% | -1.2% | +1.4% | +0.2% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | -0.2% | +9.5% | -9.7% | -0.5% |
| 6M | -1.2% | +6.5% | -7.6% | -1.4% |
| YTD | -0.3% | +18.4% | -18.7% | -0.9% |
| 1Y | +0.4% | +4.2% | -3.8% | +0.2% |
| 3Y | +13.4% | +57.1% | -43.7% | +11.4% |
| All | -1.9% | +71.2% | -73.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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