+879.7%
A vs BIDU
+1,407.1%
-527.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | -1.9% | +2.4% | -4.4% | -2.4% |
| 30D | +6.9% | -10.5% | +17.4% | +9.1% |
| 3M | +9.2% | -26.2% | +35.4% | +15.5% |
| 6M | +25.7% | -16.4% | +42.1% | +28.7% |
| YTD | +11.5% | -23.9% | +35.4% | +15.9% |
| 1Y | +18.4% | +1.3% | +17.1% | +14.6% |
| 3Y | +26.6% | -32.1% | +58.7% | +29.5% |
| 5Y | -12.8% | -39.0% | +26.2% | -14.7% |
| 10Y | +247.2% | -44.0% | +291.2% | +218.8% |
| All | +879.7% | +1,407.1% | -527.4% | +419.8% |
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