+39.2%
DVN vs BIDU
+1,294.4%
-1,255.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | +8.0% | -16.0% | +23.9% | +11.8% |
| 3M | +11.9% | -24.0% | +35.9% | +18.1% |
| 6M | +10.6% | -24.9% | +35.5% | +15.3% |
| YTD | +35.4% | -29.6% | +64.9% | +42.4% |
| 1Y | +46.5% | -15.2% | +61.6% | +45.8% |
| 3Y | +3.0% | -32.2% | +35.1% | +4.3% |
| 5Y | +120.5% | -43.8% | +164.3% | +115.7% |
| 10Y | +62.5% | -49.5% | +111.9% | +52.8% |
| All | +39.2% | +1,294.4% | -1,255.2% | -29.0% |
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 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