+493.9%
DIS vs BIDU
+1,127.7%
-633.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.2% |
| 7D | +5.3% | +5.4% | -0.1% | +4.3% |
| 30D | +10.2% | -5.0% | +15.3% | +11.2% |
| 3M | +13.5% | -26.1% | +39.7% | +19.5% |
| 6M | +11.1% | -42.6% | +53.7% | +21.7% |
| YTD | +5.5% | -38.0% | +43.5% | +13.1% |
| 1Y | +9.1% | -35.7% | +44.8% | +16.0% |
| 3Y | +36.0% | -22.9% | +58.9% | +34.9% |
| 5Y | -29.8% | -49.9% | +20.0% | -28.5% |
| 10Y | +36.6% | -52.0% | +88.6% | +30.0% |
| All | +493.9% | +1,127.7% | -633.9% | +218.9% |
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