+26.1%
DECK vs BIDU
-40.6%
+66.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.9% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -13.6% | -10.5% | -3.1% | -12.1% |
| 3M | -21.2% | -26.2% | +5.0% | -17.5% |
| 6M | -21.1% | -16.4% | -4.7% | -19.5% |
| YTD | -17.2% | -23.9% | +6.6% | -14.6% |
| 1Y | -30.7% | +1.3% | -32.0% | -32.8% |
| 3Y | -3.4% | -32.1% | +28.7% | -1.1% |
| All | +26.1% | -40.6% | +66.7% | +24.0% |
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