+115.6%
DT vs BIDU
-18.8%
+134.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -2.5% | -5.2% | +2.7% | -1.2% |
| 30D | +3.5% | -14.5% | +18.0% | +7.4% |
| 3M | +26.7% | -22.9% | +49.6% | +34.6% |
| 6M | +36.1% | -27.8% | +64.0% | +45.0% |
| YTD | +18.6% | -30.7% | +49.3% | +26.6% |
| 1Y | +7.9% | -15.8% | +23.7% | +7.1% |
| 3Y | +8.6% | -33.2% | +41.8% | +10.8% |
| 5Y | -26.7% | -44.8% | +18.1% | -25.3% |
| All | +115.6% | -18.8% | +134.4% | +72.0% |
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 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