+4,770.1%
DELL vs BIDU
-46.8%
+4,816.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.8% | +3.4% |
| 7D | +25.6% | -2.4% | +28.1% | +26.2% |
| 30D | +17.7% | -15.6% | +33.3% | +21.8% |
| 3M | +33.4% | -22.3% | +55.7% | +40.3% |
| 6M | +266.2% | -22.3% | +288.5% | +283.5% |
| YTD | +328.0% | -29.2% | +357.2% | +355.4% |
| 1Y | +339.6% | -14.8% | +354.4% | +346.1% |
| 3Y | +694.6% | -31.8% | +726.4% | +721.3% |
| 5Y | +1,122.0% | -43.1% | +1,165.1% | +1,138.1% |
| 10Y | +4,062.5% | -50.6% | +4,113.1% | +3,449.8% |
| All | +4,770.1% | -46.8% | +4,816.9% | +3,932.8% |
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