-60.5%
BIDU vs QSR
+203.9%
-264.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -5.2% | -4.7% | -0.5% | -3.5% |
| 30D | -14.5% | +4.3% | -18.8% | -15.8% |
| 3M | -22.9% | +5.4% | -28.3% | -24.7% |
| 6M | -27.8% | +8.2% | -36.0% | -30.8% |
| YTD | -30.7% | +14.1% | -44.8% | -35.2% |
| 1Y | -15.8% | +28.1% | -43.9% | -25.0% |
| 3Y | -33.2% | +25.3% | -58.5% | -40.7% |
| 5Y | -44.8% | +40.4% | -85.2% | -53.5% |
| 10Y | -50.3% | +132.4% | -182.6% | -67.1% |
| All | -60.5% | +203.9% | -264.4% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling