+651.0%
BIDU vs DVA
+675.8%
-24.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.4% | +2.0% | -4.5% | -3.0% |
| 30D | -16.0% | -0.4% | -15.6% | -15.9% |
| 3M | -24.0% | -7.7% | -16.4% | -22.9% |
| 6M | -24.9% | +20.0% | -44.8% | -29.9% |
| YTD | -29.6% | +61.1% | -90.7% | -40.7% |
| 1Y | -15.2% | +33.9% | -49.0% | -24.7% |
| 3Y | -32.2% | +91.5% | -123.7% | -48.3% |
| 5Y | -43.8% | +41.8% | -85.5% | -54.6% |
| 10Y | -49.5% | +187.5% | -237.0% | -71.8% |
| All | +651.0% | +675.8% | -24.8% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling