-10.0%
DIS vs BND
+0.2%
-10.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.4% |
| 7D | -3.5% | -0.1% | -3.4% | -3.3% |
| 30D | +1.0% | -0.2% | +1.2% | +1.4% |
| 3M | +5.7% | -0.7% | +6.4% | +7.0% |
| 6M | +3.3% | -1.7% | +4.9% | +5.9% |
| YTD | -7.7% | -0.5% | -7.2% | -6.5% |
| 1Y | -10.0% | +0.4% | -10.3% | -8.4% |
| All | -10.0% | +0.2% | -10.2% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling