-50.4%
BIDU vs DVA
+187.8%
-238.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -8.1% | -1.3% | -6.8% | -7.9% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -21.3% | -10.9% | -10.4% | -20.0% |
| 6M | -27.0% | +17.3% | -44.2% | -29.8% |
| YTD | -30.0% | +59.8% | -89.8% | -37.0% |
| 1Y | -18.3% | +36.3% | -54.5% | -24.2% |
| 3Y | -33.8% | +88.6% | -122.4% | -43.8% |
| 5Y | -44.3% | +47.5% | -91.8% | -51.6% |
| All | -50.4% | +187.8% | -238.2% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling