+2,916.0%
DPZ vs BIDU
+1,407.1%
+1,508.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.3% |
| 7D | -2.5% | +2.4% | -5.0% | -2.9% |
| 30D | -7.0% | -10.5% | +3.5% | -5.6% |
| 3M | +11.6% | -26.2% | +37.8% | +16.3% |
| 6M | -15.2% | -16.4% | +1.2% | -13.8% |
| YTD | -17.2% | -23.9% | +6.6% | -14.9% |
| 1Y | -24.8% | +1.3% | -26.1% | -27.0% |
| 3Y | -8.7% | -32.1% | +23.4% | -7.5% |
| 5Y | -28.9% | -39.0% | +10.1% | -30.6% |
| 10Y | +153.6% | -44.0% | +197.7% | +133.0% |
| All | +2,916.0% | +1,407.1% | +1,508.9% | +1,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling