-93.2%
DFNS vs BIDU
-25.5%
-67.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | -0.8% | -12.1% | -12.8% |
| 30D | -56.9% | -5.4% | -51.5% | -54.9% |
| 3M | -93.2% | -24.7% | -68.5% | -91.4% |
| All | -93.2% | -25.5% | -67.8% | -91.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling