-15.4%
A vs BIDU
-42.3%
+26.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -4.4% | -2.4% | -1.9% | -4.0% |
| 30D | -2.7% | -16.0% | +13.3% | -0.3% |
| 3M | +7.0% | -24.0% | +31.1% | +11.2% |
| 6M | +24.6% | -24.9% | +49.5% | +28.9% |
| YTD | +7.0% | -29.6% | +36.6% | +11.5% |
| 1Y | +15.6% | -15.2% | +30.7% | +16.0% |
| 3Y | +29.9% | -32.2% | +62.1% | +31.9% |
| 5Y | -15.4% | -43.8% | +28.4% | -16.1% |
| All | -15.4% | -42.3% | +26.9% | -16.1% |
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