+27.0%
ALL vs BIDU
+1.5%
+25.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -0.9% |
| 7D | 0.0% | +2.4% | -2.4% | +0.3% |
| 30D | -1.5% | -10.5% | +9.0% | -2.5% |
| 3M | +23.6% | -26.2% | +49.8% | +20.1% |
| 6M | +22.3% | -16.4% | +38.7% | +20.8% |
| YTD | +26.5% | -23.9% | +50.4% | +23.7% |
| 1Y | +27.0% | +1.3% | +25.7% | +29.2% |
| All | +27.0% | +1.5% | +25.5% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling