-44.0%
BIDU vs QSR
+40.5%
-84.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -8.1% | -4.0% | -4.1% | -6.4% |
| 30D | -12.8% | +2.8% | -15.6% | -13.8% |
| 3M | -21.3% | +5.1% | -26.4% | -23.3% |
| 6M | -27.0% | +8.8% | -35.8% | -31.0% |
| YTD | -30.0% | +14.8% | -44.9% | -36.2% |
| 1Y | -18.3% | +25.7% | -44.0% | -29.6% |
| 3Y | -33.8% | +27.5% | -61.4% | -45.7% |
| All | -44.0% | +40.5% | -84.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling