+24.6%
DECK vs BIDU
-48.7%
+73.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.7% |
| 7D | +5.8% | +7.2% | -1.4% | +4.5% |
| 30D | +7.9% | -4.0% | +11.9% | +8.6% |
| 3M | -11.4% | -25.1% | +13.7% | -7.2% |
| 6M | -16.6% | -41.8% | +25.2% | -9.3% |
| YTD | -16.4% | -37.3% | +21.0% | -10.9% |
| 1Y | +8.6% | -35.6% | +44.2% | +14.9% |
| 3Y | -15.1% | -24.5% | +9.4% | -15.8% |
| All | +24.6% | -48.7% | +73.3% | +26.3% |
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 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