+8.3%
DRI vs BIDU
-17.1%
+25.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.3% |
| 7D | +0.6% | +2.4% | -1.8% | +0.7% |
| 30D | +3.8% | -10.5% | +14.3% | +3.2% |
| 3M | +13.0% | -26.2% | +39.2% | +11.8% |
| 6M | +8.3% | -16.4% | +24.7% | +3.9% |
| All | +8.3% | -17.1% | +25.4% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling