+583.4%
DG vs BIDU
+131.9%
+451.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | +8.4% | +2.4% | +6.0% | +8.2% |
| 30D | +4.9% | -10.5% | +15.4% | +5.8% |
| 3M | +29.3% | -26.2% | +55.5% | +32.2% |
| 6M | -11.3% | -16.4% | +5.1% | -10.5% |
| YTD | +1.8% | -23.9% | +25.6% | +3.2% |
| 1Y | +25.3% | +1.3% | +24.1% | +23.6% |
| 3Y | +9.1% | -32.1% | +41.2% | +9.9% |
| 5Y | -34.9% | -39.0% | +4.1% | -35.7% |
| 10Y | +108.2% | -44.0% | +152.2% | +97.3% |
| All | +583.4% | +131.9% | +451.5% | +434.9% |
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 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