+37.3%
DLR vs BIDU
-52.2%
+89.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +0.5% | -5.4% | +5.9% | +1.1% |
| 3M | -4.4% | -24.7% | +20.3% | -1.7% |
| 6M | -6.4% | -45.3% | +38.8% | -0.8% |
| YTD | +19.5% | -39.0% | +58.4% | +24.6% |
| 1Y | +10.5% | -39.6% | +50.1% | +15.3% |
| 3Y | +54.0% | -24.7% | +78.7% | +53.3% |
| All | +37.3% | -52.2% | +89.6% | +37.0% |
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