-5.2%
DASH vs BIDU
-44.7%
+39.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | +0.4% | +7.2% | -6.8% | -1.8% |
| 30D | -6.0% | -4.0% | -2.0% | -4.7% |
| 3M | -15.8% | -25.1% | +9.4% | -7.7% |
| 6M | +7.0% | -41.8% | +48.7% | +25.9% |
| YTD | -20.7% | -37.3% | +16.7% | -10.7% |
| 1Y | -8.5% | -35.6% | +27.0% | +1.1% |
| 3Y | +101.8% | -24.5% | +126.3% | +93.0% |
| 5Y | -9.6% | -48.3% | +38.7% | -4.3% |
| All | -5.2% | -44.7% | +39.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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