-99.9%
DFNS vs BIDU
-41.9%
-57.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +1.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | -73.2% | -15.6% | -57.6% | -71.6% |
| 3M | -72.4% | -22.3% | -50.2% | -70.5% |
| 6M | -95.2% | -22.3% | -73.0% | -94.9% |
| YTD | -98.0% | -29.2% | -68.8% | -97.8% |
| 1Y | -98.3% | -14.8% | -83.4% | -98.2% |
| 3Y | -99.9% | -31.8% | -68.1% | -99.9% |
| All | -99.9% | -41.9% | -57.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling