+2,042.7%
DLR vs BIDU
+1,083.9%
+958.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +3.3% | -4.6% | +7.9% | +4.1% |
| 30D | +4.6% | -4.5% | +9.1% | +5.3% |
| 3M | -8.3% | -25.4% | +17.1% | -4.1% |
| 6M | -5.6% | -48.1% | +42.5% | +4.1% |
| YTD | +18.7% | -40.2% | +58.9% | +27.1% |
| 1Y | +17.1% | -35.2% | +52.3% | +23.5% |
| 3Y | +54.4% | -27.1% | +81.5% | +54.4% |
| 5Y | +36.5% | -54.2% | +90.7% | +40.2% |
| 10Y | +187.7% | -52.0% | +239.7% | +168.9% |
| All | +2,042.7% | +1,083.9% | +958.8% | +952.0% |
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 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