+1,248.8%
DRI vs BIDU
+1,407.1%
-158.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +3.8% | -10.5% | +14.3% | +5.6% |
| 3M | +13.0% | -26.2% | +39.2% | +18.2% |
| 6M | +8.3% | -16.4% | +24.7% | +10.1% |
| YTD | +20.6% | -23.9% | +44.5% | +24.1% |
| 1Y | +6.5% | +1.3% | +5.2% | +3.1% |
| 3Y | +53.7% | -32.1% | +85.8% | +55.3% |
| 5Y | +72.7% | -39.0% | +111.6% | +67.5% |
| 10Y | +363.2% | -44.0% | +407.2% | +323.5% |
| All | +1,248.8% | +1,407.1% | -158.3% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling