+76.2%
BND vs OMC
+173.7%
-97.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | -0.4% | -4.8% | +4.5% | -0.4% |
| 3M | -0.2% | +9.2% | -9.5% | -0.2% |
| 6M | -1.2% | -2.5% | +1.3% | -1.2% |
| YTD | -0.3% | +2.6% | -2.9% | -0.3% |
| 1Y | +0.4% | +5.9% | -5.6% | +0.5% |
| 3Y | +13.4% | +14.2% | -0.8% | +13.7% |
| 5Y | -1.5% | +33.2% | -34.8% | -0.9% |
| 10Y | +15.5% | +33.4% | -17.9% | +16.3% |
| All | +76.2% | +173.7% | -97.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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