+66.6%
DRI vs BIDU
-42.3%
+108.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | -3.9% | -16.0% | +12.0% | -2.6% |
| 3M | +5.1% | -24.0% | +29.1% | +7.3% |
| 6M | +5.5% | -24.9% | +30.4% | +7.3% |
| YTD | +16.5% | -29.6% | +46.0% | +18.8% |
| 1Y | +2.0% | -15.2% | +17.1% | +1.6% |
| 3Y | +54.5% | -32.2% | +86.7% | +55.8% |
| 5Y | +66.6% | -43.8% | +110.4% | +63.8% |
| All | +66.6% | -42.3% | +108.9% | +63.8% |
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