+642.2%
ALL vs BIDU
+1,108.5%
-466.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -0.8% | -1.7% | -2.5% |
| 30D | +12.7% | -5.4% | +18.1% | +13.4% |
| 3M | +0.4% | -24.7% | +25.1% | +3.8% |
| 6M | +23.8% | -45.3% | +69.1% | +32.9% |
| YTD | +27.8% | -39.0% | +66.7% | +34.0% |
| 1Y | +28.9% | -39.6% | +68.4% | +35.0% |
| 3Y | +113.9% | -24.7% | +138.6% | +110.4% |
| 5Y | +157.4% | -52.3% | +209.7% | +156.9% |
| 10Y | +369.0% | -51.1% | +420.0% | +329.0% |
| All | +642.2% | +1,108.5% | -466.2% | +290.4% |
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