-14.5%
DPZ vs BIDU
-34.6%
+20.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +1.0% | +5.3% |
| 7D | +10.1% | +1.2% | +8.9% | +10.0% |
| 30D | +14.6% | -7.5% | +22.1% | +14.6% |
| 3M | -6.8% | -28.6% | +21.8% | -6.5% |
| 6M | +4.4% | -36.9% | +41.3% | +4.6% |
| YTD | -16.8% | -38.4% | +21.6% | -16.3% |
| 1Y | -14.5% | -35.7% | +21.2% | -13.0% |
| All | -14.5% | -34.6% | +20.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling