-99.9%
DFNS vs BIDU
-25.5%
-74.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.5% |
| 7D | +4.6% | -2.4% | +7.1% | +5.3% |
| 30D | -73.9% | -16.0% | -57.9% | -72.6% |
| 3M | -71.7% | -24.0% | -47.7% | -70.0% |
| 6M | -94.6% | -24.9% | -69.7% | -94.2% |
| YTD | -98.1% | -29.6% | -68.5% | -97.9% |
| 1Y | -98.3% | -15.2% | -83.1% | -98.2% |
| 3Y | -99.9% | -32.2% | -67.7% | -99.9% |
| 5Y | -99.9% | -43.8% | -56.1% | -99.9% |
| All | -99.9% | -25.5% | -74.3% | -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 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