+114.8%
ALL vs BIDU
-44.5%
+159.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -2.3% |
| 7D | -1.7% | -2.4% | +0.7% | -1.7% |
| 30D | -4.7% | -15.6% | +11.0% | -4.6% |
| 3M | +18.4% | -22.3% | +40.7% | +18.5% |
| 6M | +20.5% | -22.3% | +42.8% | +20.5% |
| YTD | +23.5% | -29.2% | +52.7% | +23.6% |
| 1Y | +29.0% | -14.8% | +43.8% | +28.2% |
| 3Y | +153.7% | -31.8% | +185.5% | +153.2% |
| 5Y | +114.8% | -43.1% | +157.9% | +114.7% |
| All | +114.8% | -44.5% | +159.3% | +114.7% |
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 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