+109.2%
ALL vs BIDU
-24.2%
+133.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | -3.9% | +5.4% | -9.2% | -3.6% |
| 30D | +10.6% | -5.0% | +15.7% | +10.3% |
| 3M | -4.6% | -26.1% | +21.6% | -6.0% |
| 6M | +20.2% | -42.6% | +62.7% | +17.2% |
| YTD | +23.7% | -38.0% | +61.7% | +21.2% |
| 1Y | +27.9% | -35.7% | +63.6% | +25.5% |
| 3Y | +109.2% | -22.9% | +132.1% | +104.2% |
| All | +109.2% | -24.2% | +133.3% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling