-44.0%
BIDU vs NYT
+38.8%
-82.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -8.1% | -0.6% | -7.5% | -7.9% |
| 30D | -12.8% | +4.6% | -17.4% | -14.4% |
| 3M | -21.3% | -9.6% | -11.7% | -18.8% |
| 6M | -27.0% | -14.0% | -13.0% | -23.2% |
| YTD | -30.0% | -2.8% | -27.2% | -30.6% |
| 1Y | -18.3% | +15.6% | -33.9% | -25.1% |
| 3Y | -33.8% | +56.3% | -90.1% | -49.5% |
| All | -44.0% | +38.8% | -82.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling