+244.3%
DIA vs BIDU
-49.1%
+293.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.4% |
| 7D | -3.0% | -5.2% | +2.2% | -2.4% |
| 30D | -3.0% | -14.5% | +11.5% | -1.1% |
| 3M | +4.5% | -22.9% | +27.4% | +7.8% |
| 6M | +9.8% | -27.8% | +37.6% | +13.7% |
| YTD | +9.3% | -30.7% | +40.0% | +13.4% |
| 1Y | +16.0% | -15.8% | +31.8% | +16.4% |
| 3Y | +57.7% | -33.2% | +91.0% | +60.2% |
| 5Y | +63.8% | -44.8% | +108.6% | +63.9% |
| All | +244.3% | -49.1% | +293.4% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling