+56.7%
BDX vs RSG
+428.9%
-372.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -2.5% | +4.0% | -6.5% | -4.3% |
| 3M | +21.4% | +7.4% | +14.0% | +17.5% |
| 6M | +10.4% | +0.1% | +10.3% | +10.0% |
| YTD | +18.8% | +6.0% | +12.8% | +15.1% |
| 1Y | +21.7% | -3.0% | +24.7% | +22.7% |
| 3Y | -10.0% | +56.5% | -66.4% | -28.9% |
| 5Y | -1.8% | +90.9% | -92.7% | -30.6% |
| All | +56.7% | +428.9% | -372.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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