+711.7%
BIDU vs DAR
+1,606.5%
-894.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +4.4% |
| 7D | +2.4% | +1.4% | +1.1% | +1.9% |
| 30D | -10.5% | +12.8% | -23.3% | -14.4% |
| 3M | -26.2% | +7.4% | -33.6% | -28.4% |
| 6M | -16.4% | +22.3% | -38.7% | -22.9% |
| YTD | -23.9% | +81.1% | -105.0% | -38.6% |
| 1Y | +1.3% | +106.5% | -105.2% | -22.4% |
| 3Y | -32.1% | +5.3% | -37.4% | -37.8% |
| 5Y | -39.0% | -11.5% | -27.4% | -42.1% |
| 10Y | -44.0% | +353.3% | -397.4% | -71.7% |
| All | +711.7% | +1,606.5% | -894.8% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling