+77.9%
DRI vs BIDU
-50.7%
+128.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +4.2% | +3.6% | +0.7% | +3.9% |
| 30D | +15.7% | -6.6% | +22.3% | +16.3% |
| 3M | +5.8% | -27.2% | +33.0% | +8.5% |
| 6M | +18.4% | -43.5% | +61.9% | +23.8% |
| YTD | +28.2% | -39.0% | +67.2% | +32.4% |
| 1Y | +35.9% | -39.8% | +75.7% | +40.3% |
| 3Y | +67.7% | -24.8% | +92.5% | +65.7% |
| 5Y | +77.9% | -50.7% | +128.5% | +79.3% |
| All | +77.9% | -50.7% | +128.6% | +79.3% |
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 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