+6.9%
BND vs DT
+103.5%
-96.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | -0.1% | -3.3% | +3.1% | -0.1% |
| 30D | -0.4% | +2.0% | -2.4% | -0.4% |
| 3M | -0.6% | +20.0% | -20.6% | -1.0% |
| 6M | -1.4% | +39.3% | -40.7% | -2.1% |
| YTD | -0.2% | +19.8% | -20.0% | -0.6% |
| 1Y | +1.3% | +4.3% | -3.0% | +1.1% |
| 3Y | +13.2% | +7.7% | +5.5% | +12.7% |
| 5Y | -1.6% | -26.8% | +25.3% | -1.9% |
| All | +6.9% | +103.5% | -96.7% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling