+22.3%
DBX vs BIDU
-57.9%
+80.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.2% |
| 7D | -2.4% | +2.4% | -4.9% | -2.9% |
| 30D | -0.5% | -10.5% | +10.0% | +1.3% |
| 3M | +28.1% | -26.2% | +54.3% | +34.7% |
| 6M | +33.1% | -16.4% | +49.5% | +35.7% |
| YTD | +25.3% | -23.9% | +49.2% | +29.2% |
| 1Y | +18.3% | +1.3% | +17.1% | +13.5% |
| 3Y | +25.0% | -32.1% | +57.1% | +27.0% |
| 5Y | +7.5% | -39.0% | +46.5% | +6.1% |
| All | +22.3% | -57.9% | +80.2% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling