-30.7%
DECK vs BIDU
+1.5%
-32.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | -13.6% | -10.5% | -3.1% | -12.8% |
| 3M | -21.2% | -26.2% | +5.0% | -18.9% |
| 6M | -21.1% | -16.4% | -4.7% | -20.4% |
| YTD | -17.2% | -23.9% | +6.6% | -16.8% |
| 1Y | -30.7% | +1.3% | -32.0% | -31.4% |
| All | -30.7% | +1.5% | -32.2% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling