-33.8%
BIDU vs NYT
+56.2%
-90.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | -12.8% | +4.6% | -17.4% | -13.9% |
| 3M | -21.3% | -9.6% | -11.7% | -19.6% |
| 6M | -27.0% | -14.0% | -13.0% | -24.4% |
| YTD | -30.0% | -2.8% | -27.2% | -30.3% |
| 1Y | -18.3% | +15.6% | -33.9% | -22.8% |
| 3Y | -33.8% | +56.3% | -90.1% | -47.1% |
| All | -33.8% | +56.2% | -90.0% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling