+126.0%
DUK vs BIDU
-48.7%
+174.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.7% | -8.1% | +7.4% | -0.6% |
| 30D | -2.4% | -12.8% | +10.4% | -2.3% |
| 3M | -3.0% | -21.3% | +18.3% | -2.8% |
| 6M | -6.6% | -27.0% | +20.4% | -6.3% |
| YTD | +4.6% | -30.0% | +34.6% | +4.8% |
| 1Y | +1.2% | -18.3% | +19.5% | +1.1% |
| 3Y | +45.7% | -33.8% | +79.5% | +45.8% |
| 5Y | +40.3% | -44.3% | +84.6% | +40.0% |
| All | +126.0% | -48.7% | +174.7% | +98.0% |
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