-28.4%
DT vs BIDU
-42.3%
+13.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +0.1% | -16.0% | +16.0% | +3.6% |
| 3M | +24.1% | -24.0% | +48.1% | +31.2% |
| 6M | +30.1% | -24.9% | +55.0% | +36.0% |
| YTD | +16.8% | -29.6% | +46.3% | +23.0% |
| 1Y | -0.1% | -15.2% | +15.1% | -1.2% |
| 3Y | +6.8% | -32.2% | +39.0% | +8.9% |
| 5Y | -28.4% | -43.8% | +15.4% | -25.9% |
| All | -28.4% | -42.3% | +13.9% | -25.9% |
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 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