+13.7%
BND vs ROP
-5.5%
+19.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.3% |
| 30D | +0.8% | +29.7% | -28.9% | +0.1% |
| 3M | -1.2% | +21.2% | -22.4% | -1.8% |
| 6M | -1.4% | +48.3% | -49.6% | -2.5% |
| YTD | -1.3% | +8.4% | -9.7% | -1.3% |
| 1Y | -1.2% | +6.0% | -7.2% | -1.1% |
| All | +13.7% | -5.5% | +19.3% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling