+42.1%
DLR vs BIDU
-42.3%
+84.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +2.9% | -24.0% | +26.9% | +5.6% |
| 6M | +6.7% | -24.9% | +31.5% | +9.2% |
| YTD | +23.9% | -29.6% | +53.4% | +27.3% |
| 1Y | +18.6% | -15.2% | +33.8% | +19.0% |
| 3Y | +59.7% | -32.2% | +91.8% | +61.6% |
| 5Y | +42.1% | -43.8% | +85.8% | +40.4% |
| All | +42.1% | -42.3% | +84.3% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling