+99.4%
DE vs BIDU
-45.6%
+145.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -2.4% | -5.2% | +2.8% | -1.9% |
| 30D | +9.7% | -14.5% | +24.2% | +11.3% |
| 3M | +21.4% | -22.9% | +44.3% | +24.2% |
| 6M | +15.0% | -27.8% | +42.8% | +18.2% |
| YTD | +46.4% | -30.7% | +77.1% | +50.7% |
| 1Y | +45.6% | -15.8% | +61.4% | +46.0% |
| 3Y | +76.8% | -33.2% | +110.0% | +78.1% |
| 5Y | +99.4% | -44.8% | +144.2% | +107.9% |
| All | +99.4% | -45.6% | +145.0% | +107.9% |
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