-38.7%
DG vs BIDU
-45.6%
+6.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -6.3% | -5.2% | -1.1% | -6.1% |
| 30D | +2.4% | -14.5% | +16.9% | +3.1% |
| 3M | +12.4% | -22.9% | +35.3% | +13.5% |
| 6M | -14.9% | -27.8% | +12.9% | -14.0% |
| YTD | -6.1% | -30.7% | +24.6% | -5.0% |
| 1Y | +17.9% | -15.8% | +33.7% | +17.8% |
| 3Y | +3.1% | -33.2% | +36.4% | +3.7% |
| 5Y | -38.7% | -44.8% | +6.1% | -38.5% |
| All | -38.7% | -45.6% | +6.9% | -38.5% |
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