+1,056.9%
A vs BIDU
+1,107.7%
-50.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | +1.4% | +3.6% | -2.2% | +0.6% |
| 30D | +4.3% | -6.6% | +10.9% | +5.7% |
| 3M | +19.8% | -27.2% | +47.0% | +27.4% |
| 6M | +54.4% | -43.5% | +97.9% | +71.9% |
| YTD | +31.7% | -39.0% | +70.7% | +43.1% |
| 1Y | +22.4% | -39.8% | +62.2% | +33.0% |
| 3Y | +67.7% | -24.8% | +92.4% | +67.5% |
| 5Y | +15.7% | -50.7% | +66.4% | +18.6% |
| 10Y | +308.7% | -51.2% | +359.9% | +285.2% |
| All | +1,056.9% | +1,107.7% | -50.8% | +541.7% |
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