+51.9%
DOW vs BND
-0.5%
+52.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -2.5% |
| 7D | -4.2% | +0.4% | -4.6% | -3.5% |
| 30D | +14.7% | +2.3% | +12.4% | +19.7% |
| 3M | +9.1% | -1.0% | +10.0% | +5.7% |
| 6M | -17.7% | -0.9% | -16.8% | -19.7% |
| YTD | +44.6% | -0.9% | +45.5% | +38.5% |
| 1Y | +51.9% | -0.5% | +52.4% | +45.2% |
| All | +51.9% | -0.5% | +52.4% | +45.2% |
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