+11.7%
DASH vs BIDU
-32.8%
+44.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -6.0% |
| 7D | -10.6% | +2.4% | -13.0% | -11.4% |
| 30D | +2.2% | -10.5% | +12.6% | +5.3% |
| 3M | +32.3% | -26.2% | +58.5% | +44.9% |
| 6M | +19.1% | -16.4% | +35.5% | +23.1% |
| YTD | -6.5% | -23.9% | +17.4% | -1.4% |
| 1Y | -14.9% | +1.3% | -16.2% | -21.5% |
| 3Y | +151.9% | -32.1% | +184.0% | +159.0% |
| 5Y | +9.4% | -39.0% | +48.4% | +9.0% |
| All | +11.7% | -32.8% | +44.5% | +19.7% |
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