-14.9%
DPZ vs BIDU
-35.7%
+20.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.2% |
| 7D | +6.6% | +7.2% | -0.6% | +6.4% |
| 30D | +10.3% | -4.0% | +14.3% | +10.2% |
| 3M | -6.2% | -25.1% | +19.0% | -6.0% |
| 6M | +4.2% | -41.8% | +46.0% | +5.0% |
| YTD | -18.4% | -37.3% | +18.9% | -17.9% |
| 1Y | -14.9% | -35.6% | +20.6% | -13.9% |
| All | -14.9% | -35.7% | +20.7% | -13.9% |
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