-98.3%
DFNS vs BIDU
+1.5%
-99.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.8% |
| 7D | -16.0% | +2.4% | -18.4% | -17.1% |
| 30D | -77.7% | -10.5% | -67.2% | -76.2% |
| 3M | -77.2% | -26.2% | -51.0% | -73.6% |
| 6M | -95.2% | -16.4% | -78.8% | -94.8% |
| YTD | -98.0% | -23.9% | -74.1% | -97.7% |
| 1Y | -98.3% | +1.3% | -99.5% | -98.0% |
| All | -98.3% | +1.5% | -99.7% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling