-0.5%
BND vs ROK
+25.3%
-25.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.3% | -2.5% | +4.8% | +2.4% |
| 3M | -1.0% | 0.0% | -1.0% | -1.0% |
| 6M | -0.9% | +11.6% | -12.4% | -1.3% |
| YTD | -0.9% | +15.2% | -16.0% | -1.7% |
| 1Y | -0.5% | +25.0% | -25.5% | -1.8% |
| All | -0.5% | +25.3% | -25.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling