+74.2%
BND vs DRI
+1,017.3%
-943.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | +0.6% | +9.7% | -9.1% | +0.5% |
| 3M | -1.6% | +3.2% | -4.8% | -1.6% |
| 6M | -1.5% | +20.6% | -22.1% | -1.6% |
| YTD | -1.5% | +28.3% | -29.7% | -1.6% |
| 1Y | -1.1% | +34.5% | -35.6% | -1.2% |
| 3Y | +13.6% | +66.5% | -52.9% | +13.3% |
| 5Y | -1.8% | +79.6% | -81.5% | -2.1% |
| 10Y | +17.0% | +333.8% | -316.8% | +16.4% |
| All | +74.2% | +1,017.3% | -943.2% | +75.4% |
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