+76.4%
BND vs ROP
+722.2%
-645.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -0.1% | -4.4% | +4.3% | -0.2% |
| 30D | -0.4% | +3.2% | -3.6% | -0.4% |
| 3M | -0.6% | +23.1% | -23.7% | -0.6% |
| 6M | -1.4% | +13.3% | -14.8% | -1.4% |
| YTD | -0.2% | -7.9% | +7.6% | -0.2% |
| 1Y | +1.3% | -22.1% | +23.3% | +1.3% |
| 3Y | +13.2% | -16.8% | +30.0% | +13.2% |
| 5Y | -1.6% | -13.5% | +12.0% | -1.6% |
| 10Y | +15.5% | +137.7% | -122.2% | +17.6% |
| All | +76.4% | +722.2% | -645.8% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling