+324.4%
DIS vs BND
+75.4%
+249.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +10.3% | +1.3% | +9.0% | +10.3% |
| 3M | +15.5% | -0.7% | +16.3% | +15.6% |
| 6M | +11.2% | -1.6% | +12.8% | +11.3% |
| YTD | +5.6% | -1.0% | +6.6% | +5.6% |
| 1Y | +7.7% | -0.7% | +8.4% | +7.8% |
| 3Y | +39.3% | +14.1% | +25.2% | +39.8% |
| 5Y | -29.5% | -1.5% | -28.0% | -31.8% |
| 10Y | +36.3% | +17.3% | +18.9% | +46.4% |
| All | +324.4% | +75.4% | +249.0% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling