-35.6%
BIDU vs NYT
+11.3%
-46.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +1.1% | -5.5% | +6.6% | +2.1% |
| 30D | -8.7% | +2.7% | -11.4% | -9.3% |
| 3M | -28.5% | +0.5% | -29.0% | -28.9% |
| 6M | -37.0% | -14.6% | -22.5% | -35.4% |
| YTD | -39.2% | -4.4% | -34.8% | -39.9% |
| 1Y | -35.6% | +15.2% | -50.8% | -42.4% |
| All | -35.6% | +11.3% | -46.9% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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