+689.8%
DIA vs BIDU
+1,083.9%
-394.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +2.1% | -4.6% | +6.7% | +2.8% |
| 30D | +1.5% | -4.5% | +6.0% | +2.1% |
| 3M | -2.4% | -25.4% | +22.9% | +1.5% |
| 6M | +6.0% | -48.1% | +54.0% | +15.9% |
| YTD | +10.1% | -40.2% | +50.3% | +17.1% |
| 1Y | +11.8% | -35.2% | +47.0% | +17.3% |
| 3Y | +59.7% | -27.1% | +86.8% | +60.2% |
| 5Y | +57.9% | -54.2% | +112.1% | +61.7% |
| 10Y | +236.2% | -52.0% | +288.3% | +221.2% |
| All | +689.8% | +1,083.9% | -394.1% | +389.4% |
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