-9.5%
BDX vs DRI
+54.1%
-63.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -4.1% | -4.8% | +0.7% | -3.0% |
| 30D | +0.1% | -3.9% | +4.0% | +1.0% |
| 3M | +18.3% | +5.1% | +13.2% | +16.9% |
| 6M | +10.1% | +5.5% | +4.6% | +8.7% |
| YTD | +19.4% | +16.5% | +3.0% | +15.2% |
| 1Y | +22.3% | +2.0% | +20.4% | +20.9% |
| All | -9.5% | +54.1% | -63.6% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling