+1.3%
BND vs ROP
-21.5%
+22.7%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -0.1% | -4.4% | +4.3% | -0.1% |
| 30D | -0.4% | +3.2% | -3.6% | -0.4% |
| 3M | -0.6% | +23.1% | -23.7% | -0.7% |
| 6M | -1.4% | +13.3% | -14.8% | -1.5% |
| YTD | -0.2% | -7.9% | +7.6% | +0.2% |
| 1Y | +1.3% | -22.1% | +23.3% | +1.6% |
| All | +1.3% | -21.5% | +22.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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