+1,335.4%
DRI vs BIDU
+1,108.5%
+226.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +14.7% | -5.4% | +20.1% | +15.7% |
| 3M | +5.4% | -24.7% | +30.2% | +10.3% |
| 6M | +18.8% | -45.3% | +64.1% | +30.2% |
| YTD | +28.4% | -39.0% | +67.3% | +36.9% |
| 1Y | +37.7% | -39.6% | +77.2% | +46.6% |
| 3Y | +68.0% | -24.7% | +92.7% | +65.9% |
| 5Y | +78.8% | -52.3% | +131.1% | +81.4% |
| 10Y | +334.2% | -51.1% | +385.2% | +305.7% |
| All | +1,335.4% | +1,108.5% | +226.9% | +669.8% |
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 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