-33.4%
BIDU vs DAR
+9.6%
-43.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -0.2% | -2.3% | -2.5% |
| 30D | -16.0% | +7.4% | -23.4% | -17.4% |
| 3M | -24.0% | +15.7% | -39.7% | -26.7% |
| 6M | -24.9% | +30.0% | -54.9% | -29.8% |
| YTD | -29.6% | +87.5% | -117.1% | -39.7% |
| 1Y | -15.2% | +113.4% | -128.5% | -29.7% |
| All | -33.4% | +9.6% | -43.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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