-28.9%
DPZ vs BIDU
-54.4%
+25.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.5% |
| 7D | +2.2% | -4.6% | +6.8% | +2.7% |
| 30D | +15.5% | -4.5% | +20.0% | +16.0% |
| 3M | -2.0% | -25.4% | +23.3% | +0.6% |
| 6M | +12.1% | -48.1% | +60.2% | +19.2% |
| YTD | -16.6% | -40.2% | +23.6% | -13.1% |
| 1Y | -14.6% | -35.2% | +20.7% | -11.9% |
| 3Y | -4.1% | -27.1% | +23.0% | -4.9% |
| All | -28.9% | -54.4% | +25.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling