+24.3%
DECK vs BIDU
-51.4%
+75.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | +6.0% | +1.1% | +5.0% | +5.8% |
| 30D | +7.4% | -8.7% | +16.1% | +9.1% |
| 3M | -11.7% | -28.5% | +16.8% | -6.7% |
| 6M | -11.0% | -37.0% | +26.1% | -4.6% |
| YTD | -15.4% | -39.2% | +23.8% | -9.4% |
| 1Y | +7.2% | -35.6% | +42.8% | +13.3% |
| 3Y | -11.8% | -27.5% | +15.7% | -11.8% |
| 5Y | +24.3% | -49.8% | +74.1% | +25.9% |
| All | +24.3% | -51.4% | +75.8% | +25.9% |
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