-10.4%
DOW vs BND
+12.4%
-22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.9% | +0.1% | -3.1% | -2.9% |
| 30D | +2.0% | -0.4% | +2.3% | +2.0% |
| 3M | -12.5% | -0.2% | -12.3% | -12.5% |
| 6M | -9.2% | -1.2% | -8.0% | -9.1% |
| YTD | +30.8% | -0.3% | +31.1% | +30.7% |
| 1Y | +29.4% | +0.4% | +29.0% | +29.1% |
| 3Y | -34.6% | +13.4% | -48.0% | -36.3% |
| 5Y | -35.9% | -1.5% | -34.4% | -38.4% |
| All | -10.4% | +12.4% | -22.8% | +16.1% |
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