-18.0%
DPZ vs BIDU
-40.0%
+22.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | +5.7% | -5.4% | +11.1% | +5.7% |
| 3M | -7.5% | -24.7% | +17.2% | -7.3% |
| 6M | +6.2% | -45.3% | +51.5% | +7.3% |
| YTD | -19.8% | -39.0% | +19.2% | -19.2% |
| 1Y | -18.0% | -39.6% | +21.6% | -17.3% |
| All | -18.0% | -40.0% | +22.1% | -17.3% |
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