+25.9%
BDX vs DG
+23.4%
+2.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -2.5% | +8.4% | -10.9% | -4.3% |
| 30D | +8.3% | +4.9% | +3.3% | +7.0% |
| 3M | +24.4% | +29.3% | -4.9% | +18.0% |
| 6M | +9.2% | -11.3% | +20.4% | +9.9% |
| YTD | +22.7% | +1.8% | +21.0% | +21.3% |
| 1Y | +25.9% | +25.3% | +0.5% | +20.6% |
| All | +25.9% | +23.4% | +2.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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