+176.5%
DLR vs BDX
+59.3%
+117.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | -4.3% | -2.5% | -1.8% | -3.6% |
| 3M | +3.8% | +21.4% | -17.6% | -3.1% |
| 6M | +5.8% | +10.4% | -4.6% | +1.8% |
| YTD | +23.5% | +18.8% | +4.7% | +15.4% |
| 1Y | +11.1% | +21.7% | -10.6% | +2.6% |
| 3Y | +57.9% | -10.0% | +67.8% | +59.8% |
| 5Y | +44.0% | -1.8% | +45.8% | +38.8% |
| All | +176.5% | +59.3% | +117.2% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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