+87.8%
DT vs BIDU
-29.9%
+117.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.1% | -4.6% | +7.7% | +4.4% |
| 30D | -29.5% | -4.5% | -25.0% | -28.7% |
| 3M | -11.7% | -25.4% | +13.6% | -5.3% |
| 6M | +29.0% | -48.1% | +77.1% | +51.4% |
| YTD | +3.4% | -40.2% | +43.6% | +14.5% |
| 1Y | -4.2% | -35.2% | +31.0% | +3.3% |
| 3Y | -12.8% | -27.1% | +14.3% | -14.7% |
| 5Y | -39.6% | -54.2% | +14.6% | -34.9% |
| All | +87.8% | -29.9% | +117.8% | +55.6% |
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