+67.3%
DVN vs BIDU
-48.7%
+115.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +4.5% | -8.1% | +12.6% | +6.4% |
| 30D | +12.0% | -12.8% | +24.8% | +15.0% |
| 3M | +13.4% | -21.3% | +34.7% | +18.8% |
| 6M | +12.1% | -27.0% | +39.1% | +17.7% |
| YTD | +38.8% | -30.0% | +68.9% | +46.2% |
| 1Y | +46.0% | -18.3% | +64.3% | +46.1% |
| 3Y | +9.5% | -33.8% | +43.3% | +11.6% |
| 5Y | +125.3% | -44.3% | +169.6% | +120.8% |
| All | +67.3% | -48.7% | +115.9% | +32.6% |
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 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