+166.1%
B vs BIDU
-25.8%
+191.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +9.6% | +7.2% | +2.4% | +8.0% |
| 30D | +3.5% | -4.0% | +7.5% | +4.5% |
| 3M | -1.6% | -25.1% | +23.5% | +4.3% |
| 6M | -1.7% | -41.8% | +40.1% | +9.9% |
| YTD | -5.3% | -37.3% | +32.0% | +3.5% |
| 1Y | +27.2% | -35.6% | +62.8% | +37.8% |
| 3Y | +166.1% | -24.5% | +190.6% | +167.6% |
| All | +166.1% | -25.8% | +191.9% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling