+524.8%
DUK vs BIDU
+1,294.4%
-769.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.1% | -2.4% | +2.3% | 0.0% |
| 30D | +0.2% | -16.0% | +16.2% | +1.0% |
| 3M | -1.9% | -24.0% | +22.1% | -0.7% |
| 6M | -6.5% | -24.9% | +18.3% | -5.5% |
| YTD | +5.4% | -29.6% | +35.0% | +6.7% |
| 1Y | +3.6% | -15.2% | +18.7% | +3.4% |
| 3Y | +48.1% | -32.2% | +80.3% | +48.5% |
| 5Y | +39.6% | -43.8% | +83.3% | +38.5% |
| 10Y | +131.8% | -49.5% | +181.3% | +123.0% |
| All | +524.8% | +1,294.4% | -769.6% | +357.8% |
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