+171.8%
DLR vs BIDU
-49.1%
+220.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.3% | -5.2% | +3.9% | -0.8% |
| 30D | -2.9% | -14.5% | +11.6% | -1.5% |
| 3M | +3.2% | -22.9% | +26.1% | +5.6% |
| 6M | +3.9% | -27.8% | +31.7% | +6.7% |
| YTD | +21.4% | -30.7% | +52.1% | +24.8% |
| 1Y | +9.7% | -15.8% | +25.5% | +10.1% |
| 3Y | +56.5% | -33.2% | +89.8% | +58.5% |
| 5Y | +41.5% | -44.8% | +86.3% | +41.5% |
| All | +171.8% | -49.1% | +220.9% | +150.5% |
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