+21.7%
BDX vs DD
+34.9%
-13.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -3.5% | +0.3% | -2.6% |
| 30D | -2.5% | -11.7% | +9.1% | -0.5% |
| 3M | +21.4% | -9.2% | +30.6% | +23.2% |
| 6M | +10.4% | -7.2% | +17.6% | +10.2% |
| YTD | +18.8% | +6.6% | +12.2% | +15.3% |
| 1Y | +21.7% | +32.0% | -10.3% | +12.6% |
| All | +21.7% | +34.9% | -13.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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