+24.2%
DBX vs BIDU
-53.5%
+77.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.5% |
| 7D | -6.3% | -2.3% | -4.0% | -6.0% |
| 30D | -5.9% | -7.3% | +1.4% | -4.8% |
| 3M | -0.4% | -26.0% | +25.6% | +3.9% |
| 6M | +29.8% | -44.5% | +74.4% | +40.9% |
| YTD | +20.5% | -40.6% | +61.1% | +28.2% |
| 1Y | +8.7% | -39.8% | +48.5% | +14.9% |
| 3Y | +25.9% | -26.7% | +52.7% | +23.7% |
| 5Y | +24.2% | -54.5% | +78.6% | +32.3% |
| All | +24.2% | -53.5% | +77.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling