+639.3%
BIDU vs DTE
+671.8%
-32.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -5.2% | -2.0% | -3.2% | -4.5% |
| 30D | -14.5% | -2.4% | -12.1% | -13.7% |
| 3M | -22.9% | -7.3% | -15.6% | -20.8% |
| 6M | -27.8% | -7.6% | -20.2% | -25.9% |
| YTD | -30.7% | +5.8% | -36.5% | -33.0% |
| 1Y | -15.8% | +2.3% | -18.1% | -17.7% |
| 3Y | -33.2% | +45.0% | -78.2% | -45.1% |
| 5Y | -44.8% | +33.2% | -78.0% | -53.8% |
| 10Y | -50.3% | +141.4% | -191.6% | -73.0% |
| All | +639.3% | +671.8% | -32.5% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling