-100.0%
DFNS vs BIDU
-35.5%
-64.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | -0.8% | -12.1% | -12.9% |
| 30D | -56.9% | -5.4% | -51.5% | -56.3% |
| 3M | -93.2% | -24.7% | -68.5% | -92.7% |
| 6M | -95.4% | -45.3% | -50.2% | -94.8% |
| YTD | -99.5% | -39.0% | -60.6% | -99.4% |
| 1Y | -99.6% | -39.6% | -60.1% | -99.6% |
| 3Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 5Y | -100.0% | -52.3% | -47.7% | -100.0% |
| All | -100.0% | -35.5% | -64.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling