+11.4%
B vs BIDU
-40.0%
+51.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -0.8% | -1.8% | -2.4% |
| 30D | -4.3% | -5.4% | +1.1% | -2.8% |
| 3M | -2.3% | -24.7% | +22.4% | +5.3% |
| 6M | -16.2% | -45.3% | +29.1% | +0.1% |
| YTD | -8.8% | -39.0% | +30.1% | +3.8% |
| 1Y | +11.4% | -39.6% | +50.9% | +27.2% |
| All | +11.4% | -40.0% | +51.4% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling