+104.4%
BDX vs DRI
+331.7%
-227.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +15.4% | +9.7% | +5.7% | +14.3% |
| 3M | +20.5% | +3.2% | +17.3% | +20.1% |
| 6M | +53.2% | +20.6% | +32.6% | +50.1% |
| YTD | +45.7% | +28.3% | +17.4% | +41.8% |
| 1Y | +47.3% | +34.5% | +12.7% | +42.6% |
| 3Y | +25.1% | +66.5% | -41.5% | +18.6% |
| 5Y | +27.4% | +79.6% | -52.2% | +19.5% |
| All | +104.4% | +331.7% | -227.3% | +98.3% |
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