-10.3%
DDOG vs BIDU
-44.2%
+33.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +2.9% | -4.6% | +7.4% | +4.0% |
| 30D | -31.6% | -4.5% | -27.1% | -30.6% |
| 3M | -27.0% | -25.4% | -1.6% | -21.2% |
| 6M | -10.3% | -48.1% | +37.8% | +3.6% |
| All | -10.3% | -44.2% | +33.9% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling