-2.1%
BND vs ROL
-6.0%
+3.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -0.1% | -3.3% | +3.1% | 0.0% |
| 30D | -0.2% | -7.2% | +7.0% | +0.1% |
| 3M | -0.7% | -27.0% | +26.3% | +0.6% |
| 6M | -1.7% | -39.5% | +37.8% | +0.4% |
| YTD | -0.5% | -41.8% | +41.3% | +1.6% |
| 1Y | +0.4% | -38.9% | +39.2% | +2.3% |
| 3Y | +13.1% | -0.4% | +13.5% | +12.2% |
| 5Y | -2.1% | -4.2% | +2.1% | -3.7% |
| All | -2.1% | -6.0% | +3.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling