+5,194.5%
BDX vs DTE
+3,490.3%
+1,704.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | +19.0% | -6.0% | +25.0% | +21.4% |
| 6M | +10.8% | -7.2% | +18.0% | +13.4% |
| YTD | +20.1% | +7.2% | +13.0% | +17.1% |
| 1Y | +23.1% | +4.1% | +19.0% | +21.1% |
| 3Y | -8.8% | +46.9% | -55.7% | -20.3% |
| 5Y | -1.4% | +32.9% | -34.3% | -11.3% |
| 10Y | +60.5% | +144.5% | -84.0% | +14.4% |
| All | +5,194.5% | +3,490.3% | +1,704.2% | +1,383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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