+591.6%
DG vs BIDU
+82.1%
+509.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.3% | -4.6% | +4.8% | +0.7% |
| 30D | +3.2% | -4.5% | +7.8% | +3.6% |
| 3M | +10.4% | -25.4% | +35.8% | +12.9% |
| 6M | +33.2% | -48.1% | +81.2% | +39.9% |
| YTD | +3.0% | -40.2% | +43.2% | +6.5% |
| 1Y | +31.2% | -35.2% | +66.5% | +34.7% |
| 3Y | +21.8% | -27.1% | +48.9% | +21.8% |
| 5Y | -35.0% | -54.2% | +19.2% | -34.2% |
| 10Y | +106.0% | -52.0% | +158.1% | +97.3% |
| All | +591.6% | +82.1% | +509.4% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling