+634.9%
ALL vs BIDU
+1,407.1%
-772.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.9% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | -1.5% | -10.5% | +9.0% | -0.2% |
| 3M | +23.6% | -26.2% | +49.8% | +28.0% |
| 6M | +22.3% | -16.4% | +38.7% | +23.9% |
| YTD | +26.5% | -23.9% | +50.4% | +29.1% |
| 1Y | +27.0% | +1.3% | +25.7% | +23.3% |
| 3Y | +149.6% | -32.1% | +181.7% | +150.6% |
| 5Y | +118.1% | -39.0% | +157.1% | +110.3% |
| 10Y | +369.0% | -44.0% | +413.0% | +323.5% |
| All | +634.9% | +1,407.1% | -772.3% | +276.0% |
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