-99.9%
DFNS vs BIDU
-26.7%
-73.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | -3.3% | -5.2% | +1.9% | -2.1% |
| 30D | -73.1% | -14.5% | -58.6% | -71.9% |
| 3M | -71.4% | -22.9% | -48.5% | -69.7% |
| 6M | -93.8% | -27.8% | -66.0% | -93.4% |
| YTD | -98.0% | -30.7% | -67.4% | -97.9% |
| 1Y | -98.2% | -15.8% | -82.4% | -98.1% |
| 3Y | -99.9% | -33.2% | -66.7% | -99.9% |
| 5Y | -99.9% | -44.8% | -55.1% | -99.9% |
| All | -99.9% | -26.7% | -73.2% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling