+102.3%
BDX vs DRI
+330.2%
-227.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +15.1% | +10.8% | +4.3% | +13.9% |
| 3M | +18.2% | +0.9% | +17.3% | +18.0% |
| 6M | +48.1% | +16.3% | +31.8% | +45.7% |
| YTD | +44.1% | +27.8% | +16.4% | +40.3% |
| 1Y | +46.4% | +33.9% | +12.5% | +41.9% |
| 3Y | +24.4% | +67.2% | -42.8% | +17.9% |
| 5Y | +26.1% | +79.0% | -52.9% | +18.3% |
| All | +102.3% | +330.2% | -227.9% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling