+680.5%
ON vs BND
+76.8%
+603.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -0.1% | +2.6% | +2.4% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -43.6% | -0.6% | -42.9% | -43.6% |
| 6M | +19.0% | -1.4% | +20.4% | +18.9% |
| YTD | +37.4% | -0.2% | +37.6% | +37.4% |
| 1Y | +54.8% | +1.3% | +53.5% | +54.9% |
| 3Y | -25.2% | +13.2% | -38.3% | -24.7% |
| 5Y | +62.7% | -1.6% | +64.3% | +52.4% |
| 10Y | +574.3% | +15.5% | +558.9% | +635.2% |
| All | +680.5% | +76.8% | +603.7% | +1,146.7% |
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