+30.9%
A vs BIDU
-33.9%
+64.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | -4.4% | -2.4% | -1.9% | -4.1% |
| 30D | -2.7% | -16.0% | +13.3% | -0.6% |
| 3M | +7.0% | -24.0% | +31.1% | +10.8% |
| 6M | +24.6% | -24.9% | +49.5% | +28.4% |
| YTD | +7.0% | -29.6% | +36.6% | +10.9% |
| 1Y | +15.6% | -15.2% | +30.7% | +15.7% |
| All | +30.9% | -33.9% | +64.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling