+58.3%
DLR vs BND
+13.3%
+45.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +2.9% | -0.1% | +3.0% | +3.1% |
| 30D | -1.2% | -0.2% | -0.9% | -0.8% |
| 3M | +2.9% | -0.7% | +3.6% | +3.9% |
| 6M | +6.7% | -1.7% | +8.3% | +9.1% |
| YTD | +23.9% | -0.5% | +24.4% | +25.0% |
| 1Y | +18.6% | +0.4% | +18.3% | +18.6% |
| All | +58.3% | +13.3% | +45.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling