+130.9%
DPZ vs BIDU
-52.8%
+183.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +2.2% | +3.6% | -1.4% | +1.8% |
| 30D | +6.7% | -6.6% | +13.3% | +7.4% |
| 3M | -4.5% | -27.2% | +22.7% | -1.6% |
| 6M | +3.3% | -43.5% | +46.8% | +9.0% |
| YTD | -19.4% | -39.0% | +19.6% | -16.1% |
| 1Y | -17.3% | -39.8% | +22.5% | -13.9% |
| 3Y | -8.4% | -24.8% | +16.4% | -9.0% |
| 5Y | -28.2% | -50.7% | +22.5% | -27.7% |
| 10Y | +130.9% | -51.2% | +182.1% | +110.1% |
| All | +130.9% | -52.8% | +183.7% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling