+319.5%
DRI vs BIDU
-51.3%
+370.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.1% | -4.6% | +5.6% | +1.7% |
| 30D | +9.7% | -4.5% | +14.2% | +10.4% |
| 3M | +3.2% | -25.4% | +28.5% | +7.5% |
| 6M | +20.6% | -48.1% | +68.6% | +32.0% |
| YTD | +28.3% | -40.2% | +68.4% | +36.1% |
| 1Y | +34.5% | -35.2% | +69.8% | +40.6% |
| 3Y | +66.5% | -27.1% | +93.6% | +64.7% |
| 5Y | +79.6% | -54.2% | +133.8% | +84.5% |
| All | +319.5% | -51.3% | +370.8% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling