+5,616.4%
DECK vs BIDU
+1,407.1%
+4,209.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.5% |
| 7D | -2.2% | +2.4% | -4.6% | -2.8% |
| 30D | -13.6% | -10.5% | -3.1% | -11.3% |
| 3M | -21.2% | -26.2% | +5.0% | -15.6% |
| 6M | -21.1% | -16.4% | -4.7% | -18.7% |
| YTD | -17.2% | -23.9% | +6.6% | -13.2% |
| 1Y | -30.7% | +1.3% | -32.0% | -33.7% |
| 3Y | -3.4% | -32.1% | +28.7% | -1.2% |
| 5Y | +25.5% | -39.0% | +64.5% | +21.7% |
| 10Y | +714.7% | -44.0% | +758.7% | +624.8% |
| All | +5,616.4% | +1,407.1% | +4,209.3% | +2,263.2% |
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