+704.3%
DIA vs BIDU
+1,407.1%
-702.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.5% |
| 30D | -1.5% | -10.5% | +8.9% | -0.1% |
| 3M | +3.8% | -26.2% | +30.0% | +8.0% |
| 6M | +10.3% | -16.4% | +26.7% | +12.2% |
| YTD | +12.1% | -23.9% | +36.0% | +15.2% |
| 1Y | +18.6% | +1.3% | +17.4% | +16.0% |
| 3Y | +60.6% | -32.1% | +92.7% | +63.0% |
| 5Y | +64.4% | -39.0% | +103.4% | +61.2% |
| 10Y | +250.1% | -44.0% | +294.1% | +227.2% |
| All | +704.3% | +1,407.1% | -702.8% | +381.6% |
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