-35.5%
DG vs BIDU
-54.4%
+18.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.3% | -4.6% | +4.8% | +0.5% |
| 30D | +3.2% | -4.5% | +7.8% | +3.4% |
| 3M | +10.4% | -25.4% | +35.8% | +11.8% |
| 6M | +33.2% | -48.1% | +81.2% | +36.8% |
| YTD | +3.0% | -40.2% | +43.2% | +4.8% |
| 1Y | +31.2% | -35.2% | +66.5% | +33.0% |
| 3Y | +21.8% | -27.1% | +48.9% | +21.8% |
| All | -35.5% | -54.4% | +18.9% | -35.3% |
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