+132.2%
DAL vs BIDU
-47.5%
+179.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.8% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | -13.9% | -10.5% | -3.4% | -11.8% |
| 3M | +1.1% | -26.2% | +27.3% | +8.1% |
| 6M | +26.2% | -16.4% | +42.6% | +30.0% |
| YTD | +16.4% | -23.9% | +40.3% | +21.9% |
| 1Y | +33.9% | +1.3% | +32.6% | +28.2% |
| 3Y | +93.4% | -32.1% | +125.5% | +99.0% |
| 5Y | +106.4% | -39.0% | +145.3% | +103.1% |
| All | +132.2% | -47.5% | +179.6% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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