+7.8%
DBX vs BIDU
-42.3%
+50.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | 0.0% | -16.0% | +16.0% | +2.5% |
| 3M | +26.1% | -24.0% | +50.1% | +31.0% |
| 6M | +29.4% | -24.9% | +54.2% | +33.6% |
| YTD | +24.4% | -29.6% | +54.0% | +29.2% |
| 1Y | +10.9% | -15.2% | +26.0% | +10.0% |
| 3Y | +24.1% | -32.2% | +56.2% | +25.6% |
| 5Y | +7.8% | -43.8% | +51.5% | +11.9% |
| All | +7.8% | -42.3% | +50.0% | +11.9% |
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