+124.0%
DPZ vs BIDU
-52.2%
+176.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.5% |
| 7D | +6.6% | +7.2% | -0.6% | +5.8% |
| 30D | +10.3% | -4.0% | +14.3% | +10.7% |
| 3M | -6.2% | -25.1% | +19.0% | -3.5% |
| 6M | +4.2% | -41.8% | +46.0% | +9.7% |
| YTD | -18.4% | -37.3% | +18.9% | -15.2% |
| 1Y | -14.9% | -35.6% | +20.6% | -12.1% |
| 3Y | -4.6% | -24.5% | +19.8% | -5.3% |
| 5Y | -27.4% | -48.3% | +20.9% | -27.3% |
| All | +124.0% | -52.2% | +176.2% | +101.4% |
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 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