+14.3%
A vs BIDU
-54.4%
+68.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | 0.0% | -4.5% | +4.5% | +0.7% |
| 3M | +16.7% | -25.4% | +42.1% | +21.7% |
| 6M | +54.8% | -48.1% | +102.9% | +70.2% |
| YTD | +28.8% | -40.2% | +69.0% | +37.5% |
| 1Y | +19.3% | -35.2% | +54.6% | +25.5% |
| 3Y | +65.5% | -27.1% | +92.7% | +65.7% |
| All | +14.3% | -54.4% | +68.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling