+5,745.0%
DECK vs BIDU
+1,104.2%
+4,640.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | +6.0% | +1.1% | +5.0% | +5.8% |
| 30D | +7.4% | -8.7% | +16.1% | +10.0% |
| 3M | -11.7% | -28.5% | +16.8% | -3.9% |
| 6M | -11.0% | -37.0% | +26.1% | -1.0% |
| YTD | -15.4% | -39.2% | +23.8% | -5.9% |
| 1Y | +7.2% | -35.6% | +42.8% | +16.8% |
| 3Y | -11.8% | -27.5% | +15.7% | -11.6% |
| 5Y | +24.3% | -49.8% | +74.1% | +27.1% |
| 10Y | +907.5% | -52.6% | +960.1% | +834.7% |
| All | +5,745.0% | +1,104.2% | +4,640.8% | +2,461.3% |
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 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