+14.9%
BND vs ROL
+210.1%
-195.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -1.0% | -6.6% | +5.7% | -0.8% |
| 3M | -1.2% | -27.3% | +26.1% | -0.3% |
| 6M | -2.0% | -38.1% | +36.1% | -0.6% |
| YTD | -1.2% | -41.8% | +40.6% | +0.3% |
| 1Y | -0.5% | -37.8% | +37.3% | +0.8% |
| 3Y | +12.4% | -0.3% | +12.7% | +12.1% |
| 5Y | -2.5% | -5.1% | +2.6% | -2.8% |
| All | +14.9% | +210.1% | -195.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling