+343.1%
BDX vs DG
+606.1%
-263.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -2.5% | +8.4% | -10.9% | -3.9% |
| 30D | +8.3% | +4.9% | +3.3% | +7.3% |
| 3M | +24.4% | +29.3% | -4.9% | +19.0% |
| 6M | +9.2% | -11.3% | +20.4% | +10.9% |
| YTD | +22.7% | +1.8% | +21.0% | +21.8% |
| 1Y | +25.9% | +25.3% | +0.5% | +20.3% |
| 3Y | -10.5% | +9.1% | -19.6% | -15.0% |
| 5Y | +1.9% | -34.9% | +36.8% | +5.5% |
| 10Y | +58.7% | +108.2% | -49.5% | +31.1% |
| All | +343.1% | +606.1% | -263.0% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling