+58.3%
DLR vs BIDU
-33.9%
+92.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +2.9% | -2.4% | +5.3% | +3.1% |
| 30D | -1.2% | -16.0% | +14.8% | 0.0% |
| 3M | +2.9% | -24.0% | +26.9% | +5.0% |
| 6M | +6.7% | -24.9% | +31.5% | +8.6% |
| YTD | +23.9% | -29.6% | +53.4% | +26.3% |
| 1Y | +18.6% | -15.2% | +33.8% | +19.1% |
| All | +58.3% | -33.9% | +92.2% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling