+36.3%
DIS vs BIDU
-52.8%
+89.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +4.4% | +3.6% | +0.8% | +3.8% |
| 30D | +10.3% | -6.6% | +16.9% | +11.5% |
| 3M | +15.5% | -27.2% | +42.7% | +21.3% |
| 6M | +11.2% | -43.5% | +54.7% | +21.2% |
| YTD | +5.6% | -39.0% | +44.6% | +12.8% |
| 1Y | +7.7% | -39.8% | +47.5% | +15.2% |
| 3Y | +39.3% | -24.8% | +64.1% | +38.6% |
| 5Y | -29.5% | -50.7% | +21.1% | -27.8% |
| 10Y | +36.3% | -51.2% | +87.5% | +19.5% |
| All | +36.3% | -52.8% | +89.1% | +19.5% |
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