+63.6%
DIA vs BND
-1.8%
+65.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +3.3% | -0.7% | +4.0% | +3.6% |
| 6M | +10.4% | -1.7% | +12.1% | +11.3% |
| YTD | +10.0% | -0.5% | +10.5% | +10.3% |
| 1Y | +16.2% | +0.4% | +15.8% | +16.1% |
| 3Y | +58.7% | +13.1% | +45.6% | +50.4% |
| 5Y | +63.6% | -2.1% | +65.7% | +48.6% |
| All | +63.6% | -1.8% | +65.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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