-33.8%
BIDU vs QSR
+25.8%
-59.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -8.1% | -4.0% | -4.1% | -7.3% |
| 30D | -12.8% | +2.8% | -15.6% | -13.3% |
| 3M | -21.3% | +5.1% | -26.4% | -22.2% |
| 6M | -27.0% | +8.8% | -35.8% | -29.4% |
| YTD | -30.0% | +14.8% | -44.9% | -33.9% |
| 1Y | -18.3% | +25.7% | -44.0% | -25.8% |
| 3Y | -33.8% | +27.5% | -61.4% | -39.0% |
| All | -33.8% | +25.8% | -59.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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