+593.6%
DGX vs BIDU
+1,294.4%
-700.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | -0.9% | -16.0% | +15.0% | +0.6% |
| 3M | +15.6% | -24.0% | +39.6% | +18.3% |
| 6M | +17.8% | -24.9% | +42.7% | +20.2% |
| YTD | +37.5% | -29.6% | +67.0% | +40.7% |
| 1Y | +31.2% | -15.2% | +46.3% | +31.0% |
| 3Y | +96.6% | -32.2% | +128.8% | +97.8% |
| 5Y | +64.9% | -43.8% | +108.7% | +63.4% |
| 10Y | +254.6% | -49.5% | +304.1% | +238.1% |
| All | +593.6% | +1,294.4% | -700.8% | +384.0% |
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