+248.1%
DGX vs BIDU
-48.7%
+296.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -0.9% | -8.1% | +7.2% | -0.3% |
| 30D | -1.2% | -12.8% | +11.7% | -0.3% |
| 3M | +15.8% | -21.3% | +37.1% | +17.5% |
| 6M | +18.2% | -27.0% | +45.1% | +20.3% |
| YTD | +37.2% | -30.0% | +67.2% | +39.7% |
| 1Y | +30.4% | -18.3% | +48.6% | +30.4% |
| 3Y | +96.7% | -33.8% | +130.5% | +97.6% |
| 5Y | +67.2% | -44.3% | +111.5% | +66.3% |
| All | +248.1% | -48.7% | +296.8% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling