-1.1%
BND vs ROL
+14.4%
-15.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.6% | +0.8% | -1.3% | -0.6% |
| 30D | +1.6% | +20.6% | -19.0% | +0.7% |
| 3M | -0.5% | +4.5% | -5.0% | -0.8% |
| 6M | -1.1% | -26.5% | +25.5% | +0.2% |
| YTD | -0.7% | -34.8% | +34.1% | +1.1% |
| 1Y | -0.7% | -33.2% | +32.5% | +1.0% |
| 3Y | +14.4% | +4.5% | +10.0% | +13.1% |
| 5Y | -1.1% | +15.5% | -16.6% | -3.6% |
| All | -1.1% | +14.4% | -15.5% | -3.6% |
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