+62.5%
DRAM vs BIDU
-25.9%
+88.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.5% | -9.8% | -7.6% |
| 7D | -16.6% | +1.2% | -17.8% | -17.2% |
| 30D | -26.9% | -7.5% | -19.3% | -23.8% |
| 3M | -17.8% | -28.6% | +10.7% | -3.2% |
| 6M | +6.2% | -36.9% | +43.1% | +40.4% |
| All | +62.5% | -25.9% | +88.4% | +102.5% |
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