-27.8%
DPZ vs BIDU
-49.5%
+21.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +3.7% | +5.4% | -1.7% | +3.1% |
| 30D | +8.0% | -5.0% | +13.1% | +8.5% |
| 3M | -4.2% | -26.1% | +22.0% | -1.5% |
| 6M | +4.6% | -42.6% | +47.1% | +10.0% |
| YTD | -18.4% | -38.0% | +19.6% | -15.3% |
| 1Y | -16.8% | -35.7% | +18.9% | -14.1% |
| 3Y | -5.0% | -22.9% | +17.9% | -6.3% |
| 5Y | -27.8% | -49.9% | +22.1% | -28.1% |
| All | -27.8% | -49.5% | +21.7% | -28.1% |
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 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