+2,738.3%
DE vs BIDU
+1,302.3%
+1,436.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.1% | -0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | +9.6% | -15.6% | +25.3% | +13.2% |
| 3M | +19.0% | -22.3% | +41.3% | +24.6% |
| 6M | +16.1% | -22.3% | +38.3% | +20.7% |
| YTD | +47.0% | -29.2% | +76.2% | +55.0% |
| 1Y | +43.1% | -14.8% | +58.0% | +43.4% |
| 3Y | +77.5% | -31.8% | +109.3% | +80.6% |
| 5Y | +96.4% | -43.1% | +139.5% | +92.2% |
| 10Y | +852.9% | -50.6% | +903.5% | +792.1% |
| All | +2,738.3% | +1,302.3% | +1,436.1% | +1,237.8% |
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