-44.0%
BIDU vs DTE
+30.3%
-74.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -8.1% | -2.6% | -5.5% | -7.9% |
| 30D | -12.8% | -4.4% | -8.4% | -12.4% |
| 3M | -21.3% | -8.3% | -12.9% | -20.7% |
| 6M | -27.0% | -8.1% | -18.9% | -26.5% |
| YTD | -30.0% | +4.4% | -34.5% | -31.0% |
| 1Y | -18.3% | +0.2% | -18.4% | -18.9% |
| 3Y | -33.8% | +42.6% | -76.4% | -38.5% |
| All | -44.0% | +30.3% | -74.3% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling