-41.1%
DIS vs BIDU
-40.6%
-0.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.3% |
| 7D | -2.6% | +2.4% | -5.0% | -2.9% |
| 30D | +3.5% | -10.5% | +14.0% | +4.9% |
| 3M | +6.8% | -26.2% | +33.0% | +11.1% |
| 6M | +3.0% | -16.4% | +19.4% | +4.7% |
| YTD | -6.7% | -23.9% | +17.1% | -4.2% |
| 1Y | -10.1% | +1.3% | -11.4% | -12.2% |
| 3Y | +33.0% | -32.1% | +65.1% | +35.8% |
| All | -41.1% | -40.6% | -0.4% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling