+13.6%
BND vs DT
-11.4%
+25.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.4% | +3.1% | -4.6% | -1.4% |
| 30D | +0.6% | -29.5% | +30.1% | +0.7% |
| 3M | -1.6% | -11.7% | +10.1% | -1.6% |
| 6M | -1.5% | +29.0% | -30.5% | -1.6% |
| YTD | -1.5% | +3.4% | -4.8% | -1.5% |
| 1Y | -1.1% | -4.2% | +3.2% | -1.1% |
| 3Y | +13.6% | -12.8% | +26.4% | +12.3% |
| All | +13.6% | -11.4% | +25.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling