+76.2%
BND vs ROK
+1,011.6%
-935.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +2.8% | -2.6% | +0.2% |
| 30D | -0.4% | -2.4% | +2.0% | -0.4% |
| 3M | -0.2% | -4.7% | +4.5% | -0.3% |
| 6M | -1.2% | +16.8% | -17.9% | -1.1% |
| YTD | -0.3% | +11.4% | -11.7% | -0.2% |
| 1Y | +0.4% | +26.2% | -25.8% | +0.5% |
| 3Y | +13.4% | +51.9% | -38.5% | +13.8% |
| 5Y | -1.5% | +46.4% | -47.9% | -1.3% |
| 10Y | +15.5% | +343.5% | -328.1% | +18.2% |
| All | +76.2% | +1,011.6% | -935.4% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling