+639.2%
ALL vs BIDU
+1,107.7%
-468.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | -0.1% | +3.6% | -3.7% | -0.6% |
| 30D | +13.8% | -6.6% | +20.4% | +14.7% |
| 3M | -2.8% | -27.2% | +24.4% | +1.0% |
| 6M | +23.7% | -43.5% | +67.2% | +32.2% |
| YTD | +27.3% | -39.0% | +66.3% | +33.5% |
| 1Y | +30.5% | -39.8% | +70.3% | +36.8% |
| 3Y | +113.0% | -24.8% | +137.8% | +109.5% |
| 5Y | +157.6% | -50.7% | +208.2% | +155.5% |
| 10Y | +368.4% | -51.2% | +419.6% | +328.8% |
| All | +639.2% | +1,107.7% | -468.5% | +288.9% |
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