+1.3%
BIDU vs DTE
+3.0%
-1.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +3.9% |
| 7D | +2.4% | +0.2% | +2.3% | +2.5% |
| 30D | -10.5% | -2.6% | -7.9% | -10.9% |
| 3M | -26.2% | -3.9% | -22.3% | -27.3% |
| 6M | -16.4% | -7.9% | -8.5% | -18.1% |
| YTD | -23.9% | +7.2% | -31.1% | -23.3% |
| 1Y | +1.3% | +3.1% | -1.8% | +10.1% |
| All | +1.3% | +3.0% | -1.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling