+76.4%
BND vs DRI
+950.9%
-874.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -0.4% | +3.8% | -4.2% | -0.4% |
| 3M | -0.6% | +13.0% | -13.6% | -0.7% |
| 6M | -1.4% | +8.3% | -9.8% | -1.5% |
| YTD | -0.2% | +20.6% | -20.8% | -0.3% |
| 1Y | +1.3% | +6.5% | -5.2% | +1.2% |
| 3Y | +13.2% | +53.7% | -40.6% | +12.9% |
| 5Y | -1.6% | +72.7% | -74.2% | -1.9% |
| 10Y | +15.5% | +363.2% | -347.7% | +15.1% |
| All | +76.4% | +950.9% | -874.5% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling