-22.9%
BIDU vs RACE
+26.8%
-49.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +5.4% | +3.9% | +1.4% | +4.6% |
| 30D | -5.0% | +7.4% | -12.5% | -6.4% |
| 3M | -26.1% | +1.6% | -27.8% | -26.4% |
| 6M | -42.6% | +23.3% | -65.9% | -45.0% |
| YTD | -38.0% | +14.7% | -52.6% | -40.1% |
| 1Y | -35.7% | +2.5% | -38.2% | -36.6% |
| 3Y | -22.9% | +28.0% | -50.9% | -29.6% |
| All | -22.9% | +26.8% | -49.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling