+2,939.6%
DPZ vs BIDU
+1,104.2%
+1,835.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +9.5% | +1.1% | +8.4% | +9.3% |
| 30D | +12.8% | -8.7% | +21.5% | +14.4% |
| 3M | -6.2% | -28.5% | +22.2% | -1.5% |
| 6M | +4.3% | -37.0% | +41.3% | +10.9% |
| YTD | -16.6% | -39.2% | +22.6% | -11.3% |
| 1Y | -12.8% | -35.6% | +22.7% | -8.5% |
| 3Y | -0.8% | -27.5% | +26.7% | -0.8% |
| 5Y | -25.8% | -49.8% | +24.0% | -25.2% |
| 10Y | +130.9% | -52.6% | +183.5% | +117.3% |
| All | +2,939.6% | +1,104.2% | +1,835.3% | +1,571.9% |
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 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