+851.5%
DE vs BIDU
-48.7%
+900.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.6% | -8.1% | +5.5% | -1.2% |
| 30D | +9.0% | -12.8% | +21.9% | +11.3% |
| 3M | +19.1% | -21.3% | +40.4% | +23.5% |
| 6M | +14.4% | -27.0% | +41.3% | +19.5% |
| YTD | +45.9% | -30.0% | +76.0% | +52.8% |
| 1Y | +43.6% | -18.3% | +61.9% | +44.8% |
| 3Y | +75.9% | -33.8% | +109.7% | +79.7% |
| 5Y | +98.8% | -44.3% | +143.1% | +98.8% |
| All | +851.5% | -48.7% | +900.1% | +754.3% |
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