-15.2%
BIDU vs RACE
-14.8%
-0.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -16.0% | -1.1% | -14.9% | -15.8% |
| 3M | -24.0% | +12.5% | -36.5% | -25.6% |
| 6M | -24.9% | +17.4% | -42.3% | -27.3% |
| YTD | -29.6% | +10.1% | -39.7% | -31.5% |
| 1Y | -15.2% | -15.1% | 0.0% | -13.9% |
| All | -15.2% | -14.8% | -0.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling